Tag Archive: Currency

Jul 12

A fascinating correlation…and why the Aussie dollar may have declined

  Source: Delta Research & Advisory, RBA Firstly the red line represents the US dollar/Aussie Dollar (RH Axis), so as the chart shows the US Dollar has strengthened since around the middle of April (so you can ignore the AUD label). The other line is the difference in yield (or spread) between the Australian 10 …

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Apr 30

To Hedge or not to hedge?…MSCI provides an answer

Interesting paper by MSCI Research came out eaarlier in the week about hedging…click here. Its US centric with some interesting analysis and but the basic conclusion should apply to any country. i.e. basically over the long run currencies revert to the mean resulting in no real difference, but over the shorter term currency effects can …

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