August 1, 2007Here’s some food for thought that I read (credits to JPMorgan Bank Research)
Over the past year, the weekly percentage change correlations between the Nikkei and various JPY crosses has been high:
(wkly %-chg corr) with Nikkei
USD/JPY 0.85
AUD/JPY [...]
Posted in Carry Trades, Forex, Japanese Yen, Nikkei 
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