Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate
The linear relationship between interest rates and currency price is analysed in this paper.
It has by no means any intention of trying to fit the time series perfectly.
On the other hand, what it pretends is to show very simply how to proceed when determining how well does a linear regression fit to a data sample.
For any further question or suggestion, I will be pleased to answer at mariosantossanz89@gmail.com
引用
Mario Santos (2024). Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate (https://www.mathworks.com/matlabcentral/fileexchange/50952-simple-linear-regression-between-eur-usd-exchange-rate-and-10y-usd-treasury-rate), MATLAB Central File Exchange. に取得済み.
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