10Y ACGB Not Modeled By Australian Economic Fundamentals: DBMani
For modelling 10Y ACGB yield, usage of market rates such as the 10Y UST yield and relative front-end pricing would be preferred rather than a model based on Australian domestic economic fundamentals, believe analysts at Deutsche Bank. David Plank suggests in his July 29 report titled “Australia: Modeling the 10Y ACGB” that the China/U.S. growth gap would be more a reasonable forward indicator for relative AUD/USD front-end pricing.
Some approaches to model 10Y ACGB
Plank . . .
This content is exclusively for paying members.
If you are subscribed and having an account error please clear cache and cookies if that does not work email firstname.lastname@example.org or click Chat.