By
Sam van de Schootbrugge
November 18, 2020
In: Deep Dives |
COVID-19
Economics
November 18, 2020Summary Up to half of US workers have been working from home during the pandemic. Employees and managers alike view this transition…
By
Sam van de Schootbrugge
November 11, 2020
In: Deep Dives |
COVID-19
Markets and Investing
November 11, 2020Summary US GDP data reveals hospitality and mining suffered most during COVID-19 first wave. Around 60% of US workers are employed in…
By
Sam van de Schootbrugge
November 04, 2020
In: Deep Dives |
Markets and Investing
November 04, 2020Summary Investors and media outlets pay significant attention to analysts’ ‘top pick’ stock recommendations. This attention is justified: the picks offer large…
By
Sam van de Schootbrugge
October 28, 2020
In: Deep Dives |
Business & Technology
October 28, 2020Introduction The transition to digital money is inevitable and imminent. According to the BIS, at least a fifth of the world’s population…
By
Mehdi Farooq
October 21, 2020
In: Deep Dives |
Business & Technology
Credit
October 21, 2020Article Overview Decentralised finance (DeFi) is a catch-all term for protocols and applications (dapps) in the cryptocurrency space. Where Initial Coin Offerings…
By
Sam van de Schootbrugge
October 14, 2020
In: Deep Dives |
Economics
Sustainability & Social Issues
October 14, 2020Executive Summary Elite members of economies currently face intense scrutiny, yet not all are created equal. Academics at the University of St.…
By
Sam van de Schootbrugge
October 07, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
October 07, 2020The Study in a Nutshell Exchange-traded funds (ETFs) are one of the most popular investment vehicles. However, there have been persistent concerns…
By
Sam van de Schootbrugge
September 30, 2020
In: Deep Dives |
COVID-19
Data, Models & Market Infrastructure
September 30, 2020The Essence of the Piece The Fed conducted a study on Treasury market liquidity during the height of the COVID-19 crisis. They…
By
Sam van de Schootbrugge
September 23, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
FX
Investment Strategy
September 23, 2020The academic paper we review this week shows that a carry trade in volatility, a long-short strategy that buys implied volatility at…
BySam van de Schootbrugge
September 16, 2020
In: Deep Dives |
Business & Technology
Credit
September 16, 2020The Study in a Nutshell A new BIS paper finds that Big Tech lenders using big data to assess creditworthiness hold informational…
BySam van de Schootbrugge
September 09, 2020
In: Deep Dives |
Business & Technology
September 09, 2020The Study in a Nutshell From 1 March 2017 to 31 March 2018, the actual Bitcoin price rose from around $1,191 to…
By
Sam van de Schootbrugge
September 02, 2020
In: Deep Dives |
Economics
Investment Strategy
September 02, 2020Introduction Policymakers need timely information on capital flows to inform decisions on monetary policy and foreign exchange intervention. Official balance of payments…
By
Sam van de Schootbrugge
August 26, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
Investment Strategy
US
August 26, 2020With the US presidential elections a little over two months away, what can we infer from the existing body of literature around…
By
Sam van de Schootbrugge
August 19, 2020
In: Deep Dives |
Investment Strategy
Rates
August 19, 2020The Study in a Nutshell There has always been a question of how hedge funds and asset managers make money. By exploiting…
By
Sam van de Schootbrugge
August 12, 2020
In: Deep Dives |
Business & Technology
Monetary Policy & Inflation
August 12, 2020The Context A new IMF paper looks at how innovations in information and communication have (i) provided greater opportunities for new financial…
By
Sam van de Schootbrugge
August 05, 2020
In: Deep Dives |
COVID-19
Sustainability & Social Issues
August 05, 2020The Study in a Nutshell The World Health Organization declared COVID-19 a global pandemic on 11 March 2020. Almost no country has…
By
Sam van de Schootbrugge
July 29, 2020
In: Deep Dives |
COVID-19
Data, Models & Market Infrastructure
July 29, 2020Changing Behaviour is More Important Than Easing Lockdown Measures The COVID-19 pandemic has dealt both health and economic blows. As new data…
By
Sam van de Schootbrugge
July 22, 2020
In: Deep Dives |
Equities
Fiscal Policy & Inequality
July 22, 2020The Tax Cuts and Jobs Act – Some Win, Some Lose, Markets Got It Wrong On the 22 December 2017, President Trump…
By
George Goncalves
July 15, 2020
In: Deep Dives |
Economics
Monetary Policy & Inflation
Rates
US
July 15, 2020What is liquidity? In market parlance, it’s the idea that investors have the ability to quickly buy or sell an asset without…
By
Bilal Hafeez
July 15, 2020
In: Deep Dives |
Emerging Markets
FX
July 15, 2020‘Emerging’ Asia economies are now as large as advanced economies, yet investors continue to show bias towards trading developed markets.At the same…
By
Thorsten Wegener
July 08, 2020
In: Deep Dives |
Equities
Investment Strategy
July 08, 2020‘Be water my friend.’ Elegant, insightful, evocative, and one of the best-known quotes of perhaps the greatest martial artist of all time,…
By
Sam van de Schootbrugge
July 01, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
Growth & Labour Market
US
July 01, 2020A provocative new paper argues that US labour market data contains several biases that systematically understate the level of unemployment in the…
By
Sam van de Schootbrugge
June 24, 2020
In: Deep Dives |
Equities
Investment Strategy
Rates
June 24, 2020The global economy’s problematic re-emergence from the Great Recession revived interest in Alvin Hansen’s 1939 secular stagnation hypothesis…
By
Sam van de Schootbrugge
June 17, 2020
In: Deep Dives |
China & Hong Kong
Economics
FX
June 17, 2020In 2016, the IMF included the Chinese renminbi (RMB) in the Special Drawing Rights (SDR) basket with a weight of 10.9%. Prior to its inclusion, this…
By
Stefan Posea
June 10, 2020
In: Deep Dives |
Economics
Fiscal Policy & Inequality
June 10, 2020Demographics are a key driver of long-term macro trends. The link between changing demographics and wealth has significant implications for asset…
ByStefan Posea
June 03, 2020
In: Deep Dives |
Monetary Policy & Inflation
June 03, 2020As central banks go deeper into unconventional policies, there is increasing speculation that more of them will engage in negative interest rates…
By
Mehdi Farooq
May 27, 2020
In: Deep Dives |
COVID-19
Emerging Markets
Geopolitics
Sustainability & Social Issues
May 27, 2020When President Trump suggests that injecting disinfectant could cure COVID-19 both health experts and the disinfectant manufacturers quickly came…
By
Dominique Dwor-Frecaut
May 27, 2020
In: Deep Dives |
COVID-19
Economics
May 27, 2020Most of the discussion on the economic impact of COVID-19 has focused on demand destruction. Yet two recent academic papers…
