Showing posts from August, 2014

Correlation Between 10 Year Yields and USDJPY Pair

 Below are updated versions of the charts from the original post. As you can see the divergence between US and Japan 10 year real yields has continued as expected. In addition, the correlation between this differential and the USDJPY pair has been steady (with the more recent October, November movements not shown).  With both monetary policies on opposite courses, these trends should continue.