Academic Deep Divessee more…

  1. Using Oil To Trade Equities

    Sam van de Schootbrugge

    A new Journal of Banking and Finance paper constructs a momentum model based on stock market returns and oil-implied volatility.

  2. Inflation and Its Troubled History

    Sam van de Schootbrugge

    A new NBER working paper documents the dynamics of inflation, inflation expectations and other key macroeconomic variables after inflation surges.

  3. What the 2022 Nobel Winners Taught Us

    Julius Probst, PhD

    The winners of the 2022 Nobel in economics are former Fed chair and Princeton economist Ben Bernanke and the two academics Douglas Diamond and Philip Dybvig.

  1. Investment Tips and Trading Insights From Wealthy Investors

    Sam van de Schootbrugge

    A new Journal of Financial Economics paper surveys 2,500 wealthy US investors, with combined investible assets of over $5.2bn, to gain in-depth insights into their financial beliefs and personal investment decisions.

  2. A New Real-Time Tool for Tracking China Growth

    Sam van de Schootbrugge

    A new Journal of Economic Modelling paper develops a real-time monitoring system of macroeconomic prosperity, which it applies to China.

  3. Beating Popular FX Trading Strategies With Bond Flows

    Sam van de Schootbrugge

    A new BIS working paper explores the extent to which international bond flows predict exchange rate returns on EM currencies.

Will China’s Real Estate Market Crash?

Sam van de Schootbrugge

A new NBER working paper, co-authored by prominent economist Ken Rogoff, highlights long-term imbalances in China’s real estate market.

Should the Fed Forget About Inflation Expectations?

Sam van de Schootbrugge

Inflation expectations are arguably the most important input into the Fed’s current and future inflation forecasts. The reason is their self-fulfilling nature...

  1. The Energy Crisis: What Should Windfall Taxes Look Like?

    Matthew Harris

    Large oil and gas companies have achieved unprecedented returns in recent months. Firms such as ExxonMobil and Chevron saw profits more than treble (Chart 1).

  2. Sticky Wages as Employment Gaps Persist

    Sam van de Schootbrugge

    A new NBER working paper compares today’s industry and occupational composition of the US labour market to pre-pandemic.

  3. Picking Up Pennies in Bond Markets on FOMC Days

    Sam van de Schootbrugge

    A new Journal of Financial Economics paper explains how Blue-Chip professionals’ GDP forecast revisions can give early insights into bond market movements on FOMC days.

Is US Unemployment About to Rise?

Sam van de Schootbrugge

A new Peterson Institute for International Economics policy brief revisits the relationship between vacancy rates and the unemployment rate.

Russia Risks ‘Economic Oblivion’ Without Europe This Winter

Sam van de Schootbrugge

Yale University researchers, whistle-blowers and Russian insiders have teamed up to provide one of the first comprehensive analyses of Russia’s current economic activity...

  1. Summer Holiday Lookback

    Sam van de Schootbrugge

    In academia, the summer lull is an ideal time for hardcore research. Fewer distractions, better weather and the added motivation of a holiday are the perfect fuel for creativity.

  2. Does the Hybrid Work-From-Home Model Work?

    Sam van de Schootbrugge

    The pandemic caused a monumental transition to work from home (WFH) as offices and shops closed during lockdowns. Back in November 2020 and May 2021, we reviewed the transition.

  3. Can Europe Survive Without Russian Gas?

    Sam van de Schootbrugge

    Winter is coming – for many EU cities, temperatures fall below 10 degrees Celsius in September. Household heating systems will start to kick in, which could burn through the EU’s surplus gas...

Hedging Against Fed Surprises

Sam van de Schootbrugge

Systematic analyses of central bank communications emerged in the early 2000s. The goal was to understand how language, both its tone and context...

How to Capitalise on Crypto’s Drawdown

Sam van de Schootbrugge

A new Man Group paper gives an investor’s guide to the cryptocurrency space, comparing popular valuation methods and trading strategies.

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