
Fundamental Evaluation Series: USD/CHF vs. 2-year yield divergence
Mar 27, 2018 12:37 pm UTC| Commentary Central Banks
During our evaluation period beginning 2012, the yield spread between the US 2-year bond and a Swiss equivalent has widened by almost 200 basis points but the exchange rate hasnt followed through as much as it should have...

Fundamental Evaluation Series: USDJPY vs. 2-year yield spread
Mar 27, 2018 12:31 pm UTC| Commentary Central Banks
This one pair has been at odds with yield divergence throughout early 2016 as the yen benefited from risk aversion and due to market participants doubts on BoJs abilities to ease policies further. It had shown...

Fundamental Evaluation Series: 2-year yield spread vs. GBP/USD
Mar 27, 2018 12:26 pm UTC| Commentary Central Banks
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. The cozy relationship between the yield spread and the exchange rate, in this case, is quite visible. Back...
Fundamentals to watch out for this week
Mar 26, 2018 13:01 pm UTC| Commentary Central Banks
In terms of volatility risks, this week is relatively calm compared to the last two both in terms of data and events. What to watch for over the coming days: Central Banks: U.S. Federal Reserve members Dudley...

Mar 26, 2018 07:56 am UTC| Commentary Economy Central Banks
The Reserve Bank of New Zealands (RBNZ) Policy Target Agreement (PTA), signed early Monday aims at supporting maximum sustainable employment in the context of its medium-term inflation target. This policy mandate is...
Mar 26, 2018 06:42 am UTC| Commentary Central Banks Economy
Bank Negara Malaysia (BNM) is expected to increase its Overnight Policy Rate (OPR) by 25 basis points in September this year, with a strong growth environment providing the central bank opportunity to further normalize...
Fed Hike aftermath Series: Hike probabilities over next 12 months
Mar 26, 2018 05:59 am UTC| Commentary Central Banks
FOMC increased interest rates again in March and maintained its forecast for three rate hikes in 2018. FOMC also forecasted a faster pace of hikes next year than previously forecasted. March decision was unanimous. Current...