Currency and Stock Market Momentum
Implications for risk premia on foreign currencies.
- September 27, 2010 September 13, 2019
- 10:00
Implications for risk premia on foreign currencies.
Why it's not quite time to go to the mall.
Looting the bottomless past for similarities to current conditions is more fantasy than forecast.
Part Two: How the SEC caused the flash crash.
Average equity risk premium in Asia soars over Canada.
Dutch “Pension funds have to report on their coverage ratio on a quarterly basis. And this is where the problems start.”
May 6th crash was a foreseeable concatenation of only a few elements..
Tail risk strategies not a slam dunk.
Either bond investors are underestimating inflation, or Japanese deflation looms.
How unreasonable are current long-term interest rates given current macroeconomic forecasts?
Jersey shore misrepresents pension obligations.
The Volcker Rule and its legislative translation
What worked really well, what worked out okay, and what totally bombed.