Posts Tagged ‘dolar

08
Jul
11

Fun & Finance: capítulo 11, Cupón PBI en moneda extranjera

En el episodio #11, Juan Manuel continúa con su explicación del universo del Cupón atado al PBI. En esta ocasión, le cuenta a Gaston sobre su análisis ad hoc de los Cupones en moneda extranjera.

En HD siempre es mejor

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UPDATE:

Para acompañar el video, Juan Manuel preparo en su blog este post.

 

 

 

 

 

 

 

 

 

28
Jun
11

Gráfico du Jour: SDRs… quién lo hubiera dicho

(Fuente: UBS, via FT Alphaville)

29
Apr
11

Gráfico du Jour: Impacto del USA QE2

(Fuente: Forex Blog)

13
Nov
10

Video: La mejor explicación sobre “Quantitative Easing”

(Fuente: Credit Writedowns, via Felix Salmon)

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UPDATE: Un transcript con Econbrowser como interlocutor invitado.

24
Oct
10

Gráfico du Jour: Monedas vs. Oro

(Fuente: Pacifica Partners, via Forex Blog)

29
Sep
10

Paper: Monedas y retornos

Countercyclical Currency Risk Premia

Abstract:
Currency excess returns are predictable, more than stock returns, and about as much as bond returns. The average forward discount of the dollar against developed market currencies is the best predictor of average foreign currency excess returns earned by U.S. investors on a long position in a large basket of foreign currencies and a short position in the dollar. The predicted excess returns on baskets of foreign currency are strongly counter-cyclical because they inherit the cyclical properties of the average forward discount. This counter-cyclical dollar risk premium compensates U.S. investors for taking on U.S.-specific risk in foreign exchange markets by shorting the dollar. Macroeconomic variables such as the rate of U.S. industrial production growth increase the predictability of average foreign currency excess returns even when controlling for the forward discount.

Link al Paper

23
Jul
10

Tabla du Jour: Big Mac Index


(Fuente: The Economist)




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