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Asset Class ETF Interactions with the U.S. Dollar

Posted in Currency Trading, Economic Indicators

How do different asset classes interact with U.S. dollar valuation? To investigate, we consider relationships between Powershares DB US Dollar Index Bullish Fund (UUP) and the exchange-traded fund (ETF) asset class proxies used in "Simple Asset Class ETF Momentum Strategy" (SACEMS) at a monthly measurement frequency. Using monthly dividend-adjusted closing prices for UUP and the asset class proxies since March 2007 as available through July 2019, we find that:

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