Who is Driving the Baseline Variables of Global Macro? - Gold and US Dollar Index Implicit Calibration on Global Macro Cycles

16 Pages Posted: 9 Mar 2012

Date Written: March 7, 2012

Abstract

The paper is divided into three parts with those charts omitted. We have found the global macro cycle logic behind US-dollar index and the gold, and then demonstrate directly several theorems and statistical inference on Quantitative Global Macro and Asset Pricing. Part 1: Changes and Resonance in Frequency of Global Macro Cycles; Part 2: Definition and Calibration on two Leading Macroeconomic Cycles; Part 3: Value Discovery in Global Macro and the Ninth QUANT. The dispute of Gold and US dollar index is the world's two leadership dispute that the root cause lies behind the global macro-cycle switch including the four stages of global financial crisis which decides pricing on all the other categories of assets.

Keywords: macro calibration, macro inflection point, asset pricing

JEL Classification: E44, F44, G12

Suggested Citation

Fang, Sihai, Who is Driving the Baseline Variables of Global Macro? - Gold and US Dollar Index Implicit Calibration on Global Macro Cycles (March 7, 2012). Available at SSRN: https://ssrn.com/abstract=2017637 or http://dx.doi.org/10.2139/ssrn.2017637

Sihai Fang (Contact Author)

Hongyuan Securities ( email )

Beijing
China

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