+1 Added to my documents.
Please be aware your selection is temporary depending on your cookies policy.
Remove this selection here

The correlation between German and Italian/Spanish yields surged!

The correlation between the German and Italian/Spanish yields has risen significantly over the recent months and is back to levels unseen since 2008/2009 (i.e. before the Eurozone crisis). For instance, the correlation between the German 10 year yield and the Italian 10 year yield over the last 30 trading days is back to 81% ! This makes easier carry trade strategies.  

correlation-Graph_
Bastien DRUT, Strategy and Economic Research at Amundi
Send by e-mail
The correlation between German and Italian/Spanish yields surged!
Was this article helpful?YES
Thank you for your participation.
0 user(s) have answered Yes.
Related articles