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  • Writer's pictureEdward Ballsdon

AUDCAD Curve anomaly


Recent research dives into Canadian and Australian Macro and financial markets concluded that they are in pretty similar situations.

This piece shows that the market is ascribing two very different expectations for future interest rates, especially further out the yield curve. This provides a very interesting opportunity as the "risk premium" of one country over the other is likely to dissipate over time.

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