Gino Cenedese

Fulcrum Asset Management

66 Seymour Street

London, W1H 5BT

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

2,604

CITATIONS

0

Scholarly Papers (7)

1.
Downloads 737 ( 32,595)

OTC Premia

Bank of England Working Paper No. 751
Number of pages: 50 Posted: 28 Aug 2018
Gino Cenedese, Angelo Ranaldo and Michalis Vasios
Fulcrum Asset Management, University of St. Gallen and Bank of England
Downloads 662 (37,163)

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Interest rate swaps, financial regulation, central clearing, over-the-counter market, valuation adjustments

OTC Premia

University of St.Gallen, School of Finance Research Paper No. 2018/18, Journal of Financial Economics
Number of pages: 57 Posted: 28 Aug 2018 Last Revised: 14 Jun 2019
Gino Cenedese, Angelo Ranaldo and Michalis Vasios
Fulcrum Asset Management, University of St. Gallen and Bank of England
Downloads 75 (314,372)

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interest rate swaps, financial regulation, central clearing, over-the-counter market, valuation adjustments

What Do Stock Markets Tell Us About Exchange Rates?

Number of pages: 75 Posted: 19 Jul 2014 Last Revised: 04 Jul 2015
Fulcrum Asset Management, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 620 (40,567)

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Empirical Asset Pricing, Exchange Rates, Uncovered Equity Parity, International Asset Allocation

What Do Stock Markets Tell Us About Exchange Rates?

Bank of England Working Paper No. 537
Number of pages: 55 Posted: 25 Jul 2015
Fulcrum Asset Management, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 79 (304,729)

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Empirical asset pricing, exchange rates, international asset allocation.

What Do Stock Markets Tell Us About Exchange Rates?

CEPR Discussion Paper No. DP10685
Number of pages: 76 Posted: 08 Jul 2015
Fulcrum Asset Management, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 1 (669,456)
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Empirical Asset Pricing, Exchange Rates, International Asset Allocation

3.

Foreign Exchange Risk and the Predictability of Carry Trade Returns

Number of pages: 34 Posted: 03 May 2012 Last Revised: 05 Feb 2014
Gino Cenedese, Lucio Sarno and Ilias Tsiakas
Fulcrum Asset Management, City University London - Sir John Cass Business School and University of Guelph
Downloads 608 (42,205)

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Exchange Rates, Carry Trade, Market Variance, Average Variance, Average Correlation, Quantile Regression

Safe Haven Currencies: A Portfolio Perspective

Bank of England Working Paper No. 533
Number of pages: 38 Posted: 18 Jul 2015
Gino Cenedese
Fulcrum Asset Management
Downloads 138 (205,959)

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Foreign exchange, safe haven currencies, portfolio choice, uncovered interest rate parity, carry trade, purchasing power parity, Markov-switching

Safe Haven Currencies: A Portfolio Perspective

Number of pages: 37 Posted: 17 May 2015
Gino Cenedese
Fulcrum Asset Management
Downloads 129 (217,491)

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Foreign Exchange, Safe Haven Currencies, Portfolio Choice, Uncovered Interest Rate Parity, Carry Trade, Purchasing Power Parity, Markov-switching

What Moves International Stock and Bond Markets?

Number of pages: 41 Posted: 12 May 2015 Last Revised: 25 Jun 2015
Gino Cenedese and Enrico Mallucci
Fulcrum Asset Management and Board of Governors of the Federal Reserve System
Downloads 97 (267,549)

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International Capital Flows, Return Decomposition, International Equity Markets, International Bond Markets, Mutual Funds

What Moves International Stock and Bond Markets?

Bank of England Working Paper No. 534
Number of pages: 42 Posted: 19 Jul 2015
Gino Cenedese and Enrico Mallucci
Fulcrum Asset Management and Board of Governors of the Federal Reserve System
Downloads 77 (309,511)

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International capital flows, return decomposition, international equity markets, international bond markets, mutual funds.

Currency Mispricing and Dealer Balance Sheets

Number of pages: 63 Posted: 12 Feb 2019
Gino Cenedese, Pasquale Della Corte and Tianyu Wang
Fulcrum Asset Management, Imperial College Business School and Tsinghua University
Downloads 47 (398,340)

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Exchange rates, dollar basis covered interest parity condition, arbitrage opportunities

Currency Mispricing and Dealer Balance Sheets

Bank of England Working Paper No. 779
Number of pages: 55 Posted: 19 Feb 2019
Gino Cenedese, Pasquale Della Corte and Tianyu Wang
Fulcrum Asset Management, Imperial College Business School and Tsinghua University
Downloads 22 (516,642)

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exchange rates, dollar basis covered interest parity condition, arbitrage opportunities

7.

Unconventional Monetary Policy and the Portfolio Choice of International Mutual Funds

Bank of England Working Paper No. 705
Number of pages: 63 Posted: 18 Jan 2018
Gino Cenedese and Ilaf Elard
Fulcrum Asset Management and Shanghai University of International Business and Economics
Downloads 49 (384,399)

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unconventional monetary policy, portfolio rebalancing, international spillovers, asset allocation, mutual funds