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Macro Wrap-Up

Macro Wrap-Up: A Monetary Policy Mechagodzilla

Macro investors haven't paid all that much attention to the Japanese economy lately. The recent Bank of Japan meeting may change that.

Macro Wrap-Up

Australia Avoids the Breaking Point

Australia has broken some of the “laws” of economics by avoiding recession for thirty years. Now the economy faces some challenges. Find out what they are and what it may mean for the future.

Macro Wrap-Up

Three Countries Which Have Never Been in My Kitchen

Australia, Canada and Sweden don't have much in common. If those three countries came up as the Final Jeopardy answer it would be tough to come up with the right question. Perhaps, "what are three economies which have seen their once hot housing markets slow in the past two years?" would be acceptable.

Macro Wrap-Up

Does Anyone Remember the Carry Trade?

This week’s Wrap-Up looks at carry portfolios and carry trades and why commentators may be avoiding the topic.

Venti Vidi Vici

This week, we look at the elections in Europe and remind everyone about some of the people who were left behind by the common currency: the foreign exchange traders in bygone European currencies. They were the ones who conquered the world with their markets in liras, francs, marks and drachma. Twenty years ago, it all ended with the euro. Do the elections mean that trouble is brewing? Will these traders return to their past glory?

Macro Wrap-Up

Who is the MVP of the Market (Most Valued Performer)?

This week we give you a recap of the major moves in macro markets so far this year. In order to make it more topical, we compare each of these markets to NBA playoff teams. We find that much of the teams’ performance can be explained by market beta.

Working Paper

More Banks, Less Crime? The Real and Social Effects of Bank Competition

Using a unique sample of commercial loans and mergers between large banks, this paper provides microlevel (within-county) evidence linking credit conditions to economic development and finds a spillover effect on crime.

White Paper

Non-Cap Weighted Indexes

...Presentation by Cliff Asness on fundamental indexing presented at the Institute for Quantitative Finance Spring 2007 Seminar.

Macro Wrap-Up

Winter is Coming Before Brexit

Does reading about Brexit make you feel like a guest of Ramsay Bolton? This week we try to give you a clear account of what is going on and what to look for in markets. It won’t bring peace to the Seven Kingdoms, but it may answer some of your questions about Brexit

Macro Wrap-Up

China’s Current Account Endgame

As trade talks grind on, much of the market talk about China has been about short-term measures such as rate cuts and fiscal stimulus. Beneath this, some more important economic changes are occurring: China has gone from being one of the largest current account surplus countries in the world to being close to deficit. Find out why this is happening in this week’s Wrap Up.