Special Report

Long-Term FX Valuation Models: Updates And New Coverage

30 Sep 2016

by Mathieu Savary, Chief Strategist, Developed Markets ex US & Head of Research Innovation

In a February <i>Special Report</i> titled "Assessing Fair Value In FX Markets" we introduced a set of long-term valuation models based on various fundamentals. We have updated the results and added KRW, INR, PHP, HKD, CLP and COP to our analysis. The dollar still remains expensive, albeit with no signs of a dangerous overvaluation. The yuan is now at its cheapest level since 2009.

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BCA Research | Foreign Exchange Strategy

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