By
Sam van de Schootbrugge
February 24, 2021
In: Deep Dives |
Data, Models & Market Infrastructure
February 24, 2021
Summary A new NBER working paper examines which models are best for forecasting the nominal exchange rate. It finds evidence that the…
By
Sam van de Schootbrugge
February 17, 2021
In: Deep Dives |
China & Hong Kong
Growth & Labour Market
February 17, 2021
Summary A BIS working paper creates a new alternative measure for estimating China GDP growth. The measure uses provincial macroeconomic data and…
By
Sam van de Schootbrugge
February 10, 2021
In: Deep Dives |
Economics
Investment Strategy
February 10, 2021
Summary A new NBER working paper investigates the importance of founding members to the long-term success of start-ups. Start-ups with higher-than-average skills…
By
Sam van de Schootbrugge
February 03, 2021
In: Deep Dives |
Data, Models & Market Infrastructure
Investment Strategy
February 03, 2021
Summary A new NBER working paper measures how behaviours such as risk-taking, preference for lottery stocks and trend chasing vary depending on…
By
Sam van de Schootbrugge
January 27, 2021
In: Deep Dives |
China & Hong Kong
Equities
January 27, 2021
Summary A new BIS working paper uses deep learning methods to assess the impact of US-China trade sentiment on up to 60…
By
Sam van de Schootbrugge
January 20, 2021
In: Deep Dives |
Cryptocurrencies & Blockchain
January 20, 2021
Summary A new Journal of Banking and Finance paper explores how best to measure liquidity in cryptocurrency markets using only low-frequency data.…
By
Sam van de Schootbrugge
January 13, 2021
In: Deep Dives |
Business & Technology
Economics
Fiscal Policy & Inequality
January 13, 2021
Summary A new NBER paper explores the origins of wealth using a unique granular dataset. They find labour income drives wealth inequality…
By
Sam van de Schootbrugge
January 06, 2021
In: Deep Dives |
Business & Technology
US
January 06, 2021
Summary A new NBER working paper reveals a recent surge in job listings requiring AI-specific skills, based on Burning Glass job vacancy…
By
Bilal Hafeez
December 29, 2020
In: Deep Dives |
December 29, 2020
Our Deep Dives have proven to be one of the most popular Macro Hive products this year. In total, we have written…
By
Sam van de Schootbrugge
December 16, 2020
In: Deep Dives |
Economics
Monetary Policy & Inflation
December 16, 2020
Summary Inflation expectations are an important component of Central Bank inflation measures. Using household and firm survey data, the Bank of Canada…
By
Sam van de Schootbrugge
December 09, 2020
In: Deep Dives |
Business & Technology
Economics
December 09, 2020
Summary The OECD has created a Weekly GDP Growth tracker using 263 Google Trends search topics. The tracker is highly correlated with…
By
Sam van de Schootbrugge
December 02, 2020
In: Deep Dives |
Cryptocurrencies & Blockchain
Economics
December 02, 2020
Summary The challenge of valuing bitcoin lies mainly in identifying how token-holders will use the currency moving forward. With it being a…
By
Sam van de Schootbrugge
November 25, 2020
In: Deep Dives |
COVID-19
FX
Monetary Policy & Inflation
November 25, 2020
Summary: The US, EU, Japan and China account for 50% of world GDP. Their exchange rates have been experiencing a long-term secular…
By
Sam van de Schootbrugge
November 18, 2020
In: Deep Dives |
COVID-19
Economics
November 18, 2020
Summary 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, 2020
Summary 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, 2020
Summary 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
Cryptocurrencies & Blockchain
October 28, 2020
Introduction 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
Cryptocurrencies & Blockchain
October 21, 2020
Article 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, 2020
Executive 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, 2020
The 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, 2020
The 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, 2020
The academic paper we review this week shows that a carry trade in volatility, a long-short strategy that buys implied volatility at…
By
Sam van de Schootbrugge
September 16, 2020
In: Deep Dives |
Business & Technology
Credit
September 16, 2020
The Study in a Nutshell A new BIS paper finds that Big Tech lenders using big data to assess creditworthiness hold informational…
By
Sam van de Schootbrugge
September 09, 2020
In: Deep Dives |
Business & Technology
Cryptocurrencies & Blockchain
September 09, 2020
The 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, 2020
Introduction 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, 2020
With 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, 2020
The 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, 2020
The Context A new IMF paper looks at how innovations in information and communication have (i) provided greater opportunities for new financial…
