Question on Citi Economic Surprise Index
IB
Tags:
(Senior Chimp, 18
Points)
on 6/8/11 at 3:28am
the correlation between Citi Economic Surprise Index(US) and the 10-Y treasury Yield is rather close, if u makea graph in Bloomberg, it will show the Citi Economic Surprise Index(US) always act as a leading index for the 10-Y treasury. but Citi Economic Surprise Index(UK) and the 10-Y UK government Bond Yield goes quite divergently between January and May 2011. can anybody explain this?
thanks a lot!





Inflation spike caused by
Inflation spike caused by announced 'austerity measures' i would guess?
thanks a lot! I guess the
thanks a lot! I guess the inflation and government intervene may explain the lag in the trend.