
Fundamental Evaluation Series: NZD/USD vs. 2-year yield spread
Jan 26, 2018 09:50 am UTC| Commentary
The chart above shows, how the relationship between NZD/USD and 2-year yield divergence has unfolded since 2015. The close relations between the short-term yield spread and the exchange rate is quite visible also the...

Fundamental Evaluation Series: USD/CAD vs. 2-year yield spread
Jan 26, 2018 09:46 am UTC| Commentary
The chart above shows, how the relationship between USD/CAD and 2-year yield divergence has unfolded since 2012. The close relations between the short-term yield spread and the exchange rate is quite visible and the...
UK long-term gilts jump despite higher-than-expected Q4 GDP; BoE Governor Carney’s speech in focus
Jan 26, 2018 09:44 am UTC| Commentary Economy
The UK long-term gilts jumped Friday as investors have largely shrugged-off the countrys higher-than-expected fourth-quarter gross domestic product (GDP). Markets now focus on Bank of England (BoE) Governor Mark Carneys...

Fundamental Evaluation Series: USD/CHF vs. 2-year yield divergence
Jan 26, 2018 08:51 am UTC| Commentary
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: USD/CHF vs. 2-year yield divergence
Jan 26, 2018 08:51 am UTC| Commentary
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: 2-year yield spread vs. GBP/USD
Jan 26, 2018 08:43 am UTC| Commentary
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...

Fundamental Evaluation Series: USD/JPY vs. 2-year yield spread
Jan 26, 2018 08:38 am UTC| Commentary
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...