Gino Cenedese

Fulcrum Asset Management

66 Seymour Street

London, W1H 5BT

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

3,637

SSRN CITATIONS

76

CROSSREF CITATIONS

63

Scholarly Papers (7)

1.
Downloads 833 ( 41,531)
Citation 13

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 - The Business School, University of Cambridge - Judge Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 726 (49,228)
Citation 1

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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 - The Business School, University of Cambridge - Judge Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 106 (351,263)
Citation 8

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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 - The Business School, University of Cambridge - Judge Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 1 (931,525)
Citation 3
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Empirical Asset Pricing, Exchange Rates, International Asset Allocation

2.
Downloads 812 ( 43,025)
Citation 8

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 European Securities and Markets Authority
Downloads 689 (52,801)

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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 European Securities and Markets Authority
Downloads 123 (316,061)
Citation 7

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

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, University of Cambridge - Judge Business School and University of Guelph
Downloads 706 (51,817)
Citation 11

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

4.
Downloads 565 ( 69,047)
Citation 19

Currency Mispricing and Dealer Balance Sheets

Journal of Finance, Forthcoming
Number of pages: 89 Posted: 12 Feb 2019 Last Revised: 12 Dec 2020
Gino Cenedese, Pasquale Della Corte and Tianyu Wang
Fulcrum Asset Management, Imperial College Business School and Tsinghua University, School of Economics and Management
Downloads 319 (133,378)
Citation 7

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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, School of Economics and Management
Downloads 246 (173,538)
Citation 13

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

Currency Mispricing and Dealer Balance Sheets

CEPR Discussion Paper No. DP15569
Number of pages: 92 Posted: 23 Dec 2020
Gino Cenedese, Pasquale Della Corte and Tianyu Wang
Fulcrum Asset Management, Imperial College Business School and Tsinghua University, School of Economics and Management
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Citation 1
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5.
Downloads 396 (105,411)
Citation 5

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 204 (207,629)
Citation 3

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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 192 (219,361)
Citation 3

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

6.
Downloads 198 (213,475)
Citation 2

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 110 (342,380)
Citation 2

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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 88 (396,387)
Citation 1

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

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 New York University Shanghai
Downloads 94 (380,156)
Citation 1

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

Unconventional Monetary Policy and the Portfolio Choice of International Mutual Funds

Number of pages: 41 Posted: 22 Jun 2020
Gino Cenedese and Ilaf Elard
Fulcrum Asset Management and New York University Shanghai
Downloads 33 (626,660)

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