Monthly chart of S&P500 vs EUR/JPY- Sometime towards end 2002 onwards, the 2 lines started exhibiting strongly positive correlation which has carried on till currrently
- Prior to that, correlation was negative
- Would be most interested to hear any theories about this -why negative correlation before 2003 and the crossover date near end 2002
07 August 2009
EUR/JPY : Risk Proxy
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