德意志银行：什么推动了高频 FX
德意志银行·2024-10-11 14:13
7T2se3r0Ot6kwoPa Deutsche Bank Research Global Foreign Exchange FX Blog Date 7 October 2024 What is driving high-frequency FX? Main highlights of the High-Frequency monitor: n Our statistical tests show that connectivity from other asset classes to FX has dropped slightly despite higher FX volatility. However, there remains a strong connectivity from US equities, European equities and US rates to FX. Among individual pairs, AUD/JPY has become the currency pair most driven by other asset classes. n Contempor ...