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Table 1: Correlations of monthly British pound returns to selected foreign currency returns 2000-2006 Canada Japan Sweden United States Canada 1.0000 Japan 0.4552 1.0000

Table 1: Correlations of monthly British pound returns to selected foreign currency returns 2000-2006 Canada Japan Sweden United States Canada 1.0000 Japan 0.4552 1.0000 Sweden 0.2686 0.1832 1.0000 United States 0.6917 0.4360 0.0074 1.0000 2007-2013 Canada Japan Sweden United States Canada 1.0000 Japan 0.3091 1.0000 Sweden 0.5278 0.1742 1.0000 United States 0.5263 0.7230 0.1862 1.0000

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