By
Sam van de Schootbrugge
May 05, 2021
In: Deep Dives |
Economics
May 05, 2021
Summary A new NBER working paper examines the latest survey data to see if working from home will outlive Covid. They find…
By
Sam van de Schootbrugge
April 28, 2021
In: Deep Dives |
Credit
April 28, 2021
Summary A new IMF working paper examines the importance of bank lending in periods of economic expansion and assesses how a lack…
By
Sam van de Schootbrugge
April 21, 2021
In: Deep Dives |
ESG & Climate Change
April 21, 2021
Summary A $75 carbon tax could affect up to 150,000 manufacturing jobs in the largest EU countries. The jobs could either be…
By
Sam van de Schootbrugge
April 14, 2021
In: Deep Dives |
Equities
April 14, 2021
Summary A new Review of Financial Studies paper examines the pitfalls of mean-variance portfolio optimisation. It finds that historical sample moments are…
By
Sam van de Schootbrugge
April 07, 2021
In: Deep Dives |
Commodities
Economics
Fiscal Policy & Inequality
April 07, 2021
Summary A new Journal of International Economics paper explores the link between commodity prices and financial stability in low-income countries. It finds…
By
Sam van de Schootbrugge
March 31, 2021
In: Deep Dives |
Economics
March 31, 2021
Summary One of big data’s many benefits is that it can supplement lower-frequency macroeconomic data with daily series across a wide range…
By
Sam van de Schootbrugge
March 24, 2021
In: Deep Dives |
ESG & Climate Change
March 24, 2021
Summary Every dollar spent on carbon-neutral or carbon-sink activities generates over a dollar’s worth of economic activity, finds a new IMF working…
By
Sam van de Schootbrugge
March 17, 2021
In: Deep Dives |
Europe
Monetary Policy & Inflation
March 17, 2021
Summary A Federal Reserve Bank of Cleveland working paper documents systematic differences in forecasting accuracy among participants of the ECB’s SPF. Forecaster…
By
Sam van de Schootbrugge
March 10, 2021
In: Deep Dives |
COVID-19
Credit
Economics
March 10, 2021
Summary A new FEDS note finds that the CARES act has significantly reduced the share of US borrowers in delinquency and/or forbearance.…
By
Sam van de Schootbrugge
March 03, 2021
In: Deep Dives |
ESG & Climate Change
March 03, 2021
Summary A new Journal of Corporate Finance paper shows that higher country-level ESG ratings are associated with lower IPO underpricing. IPOs issued…
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…
