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Fulcrum Asset Management
Interest rate swaps, financial regulation, central clearing, over-the-counter market, valuation adjustments
interest rate swaps, financial regulation, central clearing, over-the-counter market, valuation adjustments
Empirical Asset Pricing, Exchange Rates, Uncovered Equity Parity, International Asset Allocation
Empirical asset pricing, exchange rates, international asset allocation.
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Empirical Asset Pricing, Exchange Rates, International Asset Allocation
Exchange Rates, Carry Trade, Market Variance, Average Variance, Average Correlation, Quantile Regression
Foreign exchange, safe haven currencies, portfolio choice, uncovered interest rate parity, carry trade, purchasing power parity, Markov-switching
Foreign Exchange, Safe Haven Currencies, Portfolio Choice, Uncovered Interest Rate Parity, Carry Trade, Purchasing Power Parity, Markov-switching
International Capital Flows, Return Decomposition, International Equity Markets, International Bond Markets, Mutual Funds
International capital flows, return decomposition, international equity markets, international bond markets, mutual funds.
Exchange rates, dollar basis covered interest parity condition, arbitrage opportunities
exchange rates, dollar basis covered interest parity condition, arbitrage opportunities
unconventional monetary policy, portfolio rebalancing, international spillovers, asset allocation, mutual funds
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