发帖
雷达卡
| Table of contents | ||
| Descrption | Location | |
| Table 1 | 3-year correlations of weekly returns in CNY (data ending 25 March 2011) | tbl 1 |
| Table 2 | 5-year correlations of weekly returns in CNY (data ending 25 March 2011) | tbl 2 |
| Table 3 | Performance on various assets in CNY (data ending 31 Mar 2011) | tbl 3 |
| Table 4 | Annualised daily return (CNY) volatility on gold and key assets (data ending 31 Mar 2011) | tbl 4 |
| Chart 1 | 3-year weekly return correlation on key assets and gold (CNY) | ch 1 |
| Chart 2 | 5-year weekly return correlation on key assets and gold (CNY) | ch 2 |
| Chart 3 | 52-week rolling correlation between weekly returns on gold and MSCI China (CNY) | ch 3 |
| Chart 4 | 22-day rolling anualized daily return volatility on gold and MSCI China (CNY) | ch 4 |
| Chart 5 | Gold and MSCI China in CNY (1 Mar 2001=100) | ch 5 |
| Chart 6 | Gold and the CMB effective CNY FX (1 Mar '01=100) | ch 6 |
China_output.xls
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