Tagged “finance”
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Why making it easier to short a currency can weaken it
To slow the RMB's appreciation, the PBoC is making it easier to short the currency. Looking at the role of dealers hedging inventory risk shows how this rule change may work.
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Does the Fed manipulate rates in election years?
Using implied forward rates to back out expected interest rates in election years shows the bond market does not expect Fed manipulation.
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Mortgage rates under various economic scenarios
Using Daggy to analyze how economic scenarios will impact mortgage rates
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Geopolitical Shocks and Stocks
Why geopolitical shocks impact the stock market much less than we think
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Is July really a bad month for stocks?
Someone at lunch claimed July is bad for stocks. With Daggy, we built 8 statistical models to show this isn't the case and revealed why raw data deceives.
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