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  • Research Home
  • 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
Home Tags Quantamental

Tag: quantamental

Implicit Subsidy

Modified and balanced FX carry

Editor - December 31, 2022
TAGS
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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  • Research Home
  • 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
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