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    Home Tags FX returns

    Tag: FX returns

    Excess inflation and asset class returns
    Information Efficiency

    Excess inflation and asset class returns

    Editor -
    March 25, 2023
    0
    FX trades after volatility shocks
    Endogenous Market Risk

    FX trades after volatility shocks

    Editor -
    December 10, 2022
    0
    Jobs growth as trading signal
    Information Efficiency

    Jobs growth as trading signal

    Editor -
    October 14, 2022
    0
    How to use FX carry in trading strategies
    Implicit Subsidy

    How to use FX carry in trading strategies

    Editor -
    April 16, 2022
    0
    Prospect theory value as investment factor
    Implicit Subsidy

    Prospect theory value as investment factor

    Editor -
    October 17, 2020
    0
    Understanding international capital flows and shocks
    Macro Trends

    Understanding international capital flows and shocks

    Editor -
    October 3, 2020
    0
    How banks’ dollar holdings drive exchange rate dynamics
    Implicit Subsidy

    How banks’ dollar holdings drive exchange rate dynamics

    Editor -
    July 11, 2020
    0
    External imbalances and FX returns
    Endogenous Market Risk

    External imbalances and FX returns

    Editor -
    June 13, 2020
    0
    FX trading strategies based on output gaps
    Macro Trends

    FX trading strategies based on output gaps

    Editor -
    October 19, 2019
    0
    Bad and good beta in FX strategies
    Systematic Value

    Bad and good beta in FX strategies

    Editor -
    June 29, 2019
    0
    123...5Page 1 of 5

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    asset management Asset Purchase Program banks bond returns bond yields bubbles capital regulation central counterparty clearing China collateral commodities credit returns default ECB economic data EM equity returns euro area crisis Fed financial crisis FX FX interventions FX returns government debt government deficits herding inflation information insurances Japan leverage liquidity machine learning market turmoil price factors regulation risk management shadow banking statistical methods term structure trend following variance risk premium VIX volatility ZLB

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    • Company
    • Systematic Macro Trading Strategies
      • Macro Information Inefficiency
        • Reasons and Evidence for Macro Inefficiency
        • Quantitative Methods to Increase Macro Efficiency
      • Types of Systematic Macro Strategies
        • Fundamental Value Estimates
        • Macro Trends
        • Implicit Subsidies in Financial Markets
        • Endogenous Market Risk
        • Price Distortions
      • Systemic Risk Management
        • Basics of Systemic Risk Management
        • Non-Conventional Monetary Policies
        • Financial System Risk
        • Government Finances
    • The Project