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Forex Automaton > Archive > 2008 >

August 2008

EUR/AUD and GBP/JPY 2002-2008: "trivial" intermarket correlations only
EUR/AUD and GBP/USD 2002-2008: intermarket correlations
EUR/AUD and USD/CAD 2002-2008: leader-follower correlations
EUR/AUD and USD/JPY 2002-2008: asymmetric "contrarian" correlations
EUR/CHF and EUR/JPY 2002-2008: "trivial" intermarket correlations
EUR/CHF and GBP/JPY 2002-2008: "trivial" intermarket correlations
EUR/CHF and GBP/USD 2002-2008: leader-follower correlations
EUR/CHF and USD/CAD 2002-2008: weak and "trivial" correlations
USD/JPY and EUR/CHF 2002-2008: leader-follower relationship
EUR/JPY and GBP/JPY 2002-2008: "trivial" intermarket correlations
EUR/JPY and GBP/USD 2002-2008: asymmetric leader-follower correlations

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