L larrybf Feb 18, 2004 #1 What , if any, are the correlations between the eurodollar and the US bonds????
H hanseng1 Feb 18, 2004 #3 The correlation between the two exists because they are both interest rate products but on opposite ends of the yield curve. Same could be said for JGB and euroyen.
The correlation between the two exists because they are both interest rate products but on opposite ends of the yield curve. Same could be said for JGB and euroyen.
W wdscott Feb 18, 2004 #5 Quote from larrybf: What , if any, are the correlations between the eurodollar and the US bonds???? More... larrybf, Check out this website for market correlations. http://mrci.com/special/correl.htm Regards, Dave Scott
Quote from larrybf: What , if any, are the correlations between the eurodollar and the US bonds???? More... larrybf, Check out this website for market correlations. http://mrci.com/special/correl.htm Regards, Dave Scott
