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Nico
California, United States
Posts:
2
14 years ago
Mar 11, 2010 7:01
In Thread: S&P500 / VIX Ratio & USD LIBOR
so you are saying that the 3 month libor is the funding instrument of the world and the lowest rate is equal to the carry currency. further, the spreads between them are an important analytic of currency valuation. nicholas ellis
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Nico
California, United States
Posts:
2
14 years ago
Mar 10, 2010 1:26
In Thread: S&P500 / VIX Ratio & USD LIBOR
Love the correlations no one else thinks or talks about. Keep the fresh insight coming. Nicholas Ellis
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