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Comments

When you calculated the correlation between indices, did you use dollar-denominated figures or figures based in the home-country currencies?

(i.e. did you factor out exchange rate flucuations or do they cloud the results?)

Thanks

DP:
The correlation is calculated off of daily percent change. The historical prices for each index are consistent with their home currency. IE: Stoxx 50 is calculated in Euros. Looking at the percent change then smoothes any differences that price or currency could create.

Excellent article! Very informative.

I been reading this blog around 48 hours... sound crazy but it is truth, and guess what? I don't understand nothing.

Great article - I was hoping you could direct us to your data source for the indices in your analysis? Thanks!
Steve

Actually, the correlations between broad market index funds in the U.S. and other countries are always higher than most people imagine:It appears that no asset class is protected against the first wave of the Tsunami. After that, we emerge from the surf to see which structures remain standing. The safest strategy for any Tsunami is to STAY DRY... in the case of stocks be out of play altogether and into cash.

Dow Jones Industrial Average & S&P 500 can only be compared as "global indicators".

The blog was absolutely fantastic! Lot of great information which can be helpful in some or the other way. Keep updating the blog, looking forward for more contents...Great job, keep it up..

Really nice information.keep blogging. commodity Tips

Really nice information.keep blogging. commodity Tips

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