We visualize the dependence of various financial variables with scatter matrices. We calculate the daily returns from stock prices and exchange rates and the daily differences from the rates.
DGS1 means 1-Year Treasury Constant Maturity Rate, DGS10 10-Year, and DGS30 30-Year.
DAX | CAC | FTSE | SP500 | Nasdaq | EU/US | UK/US | DGS1 | DGS10 | DGS30 | NOK | DAX |
CAC | |||||||||||
FTSE | |||||||||||
SP500 | |||||||||||
Nasdaq | |||||||||||
EU/US | |||||||||||
UK/US | |||||||||||
DGS1 | |||||||||||
DGS10 | |||||||||||
DGS30 | |||||||||||
NOK |