Nov
10
Regime Change? from Alston Mabry
November 10, 2007 |
In the spirit of regime changes, and the moving of the form away from the public, I looked at the rolling 12-week correlations between the weekly % changes of the Nikkei and the JPY:USD rate . Even with the short subsample length (12 weeks), and the noted fluctuations in the rolling correlations ("…and the tiny stimulations of the dark manipulations…"), I still look at the chart and see a change since August 2006!
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