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Forex Automaton > Forex Correlation Analysis Reports 1H.1M > 2005 >

September 2005 Correlation Report - Correlations of AUD/USD with other currency pairs for September 2005

Tuesday, 21 February 2012 12:16
Article Index
September 2005 Correlation Report
Correlations of AUD/JPY with other currency pairs for September 2005
Correlations of AUD/USD with other currency pairs for September 2005
Correlations of CHF/JPY with other currency pairs for September 2005
Correlations of EUR/AUD with other currency pairs for September 2005
Correlations of EUR/CHF with other currency pairs for September 2005
Correlations of EUR/GBP with other currency pairs for September 2005
Correlations of EUR/JPY with other currency pairs for September 2005
Correlations of EUR/USD with other currency pairs for September 2005
Correlations of GBP/CHF with other currency pairs for September 2005
Correlations of GBP/JPY with other currency pairs for September 2005
Correlations of GBP/USD with other currency pairs for September 2005
Correlations of USD/CAD with other currency pairs for September 2005
Correlations of USD/CHF with other currency pairs for September 2005
Correlations of USD/JPY with other currency pairs for September 2005
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Page 3 of 15
Pearson_AUDJPY_rac_and_AUDUSD_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_CHFJPY_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_EURAUD_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_EURCHF_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_EURGBP_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_EURJPY_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_EURUSD_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_GBPCHF_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_GBPJPY_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_GBPUSD_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_USDCAD_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_USDCHF_rac_correl lagged FX correlation histogram September 2005 Pearson_AUDUSD_rac_and_USDJPY_rac_correl lagged FX correlation histogram September 2005

Fig.4.2 Hour-scale inter-market correlations of logarithmic returns during the month of September 2005 between AUD/USD and 13 other leading FX time series.


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Last Updated ( Friday, 16 November 2012 11:26 )
 

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