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Correlations of MSCI Global Indexes-based Returns and Values REV

The following sets of tables list the global equity indexes with the highest and lowest correlations for each respective macroeconomic factor. The tables include correlations of returns, which illustrate short-term information, as well as correlations of values, which capture longer term trends.

Correlations of MSCI Global Indexes Returns and Values to:
(1) Monetary Base; (2) M1 Money Multiplier; (3) LIBOR 1-Year Rate (in USD); (4) Average TIPS Rate (5) Euro/USD Exchange Rate; (6) Australian/USD Exchange Rate; (7) Chinese Renminbi/USD Exchange Rate; (8) Import Price Index (All Commodities)

Updated: July 2012      Source: MacroRisk Analytics


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Correlations: ETF-based Returns & Values
Correlations: S&P 1500-based Returns & Values

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CORRELATIONS TO THE MONETARY BASE








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CORRELATIONS TO THE M1 MONEY MULTIPLIER








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CORRELATIONS TO THE LIBOR 1-YEAR RATE








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CORRELATIONS TO THE AVERAGE TIPS RATE








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CORRELATIONS TO THE EURO/U.S.DOLLAR EXCHANGE RATE








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CORRELATIONS TO THE AUSTRALIAN/U.S. DOLLAR EXCHANGE RATE








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CORRELATIONS TO THE CHINESE RENMINBI/USD EXCHANGE RATE








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CORRELATIONS TO THE IMPORT PRICE INDEX - ALL COMMODITIES








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