Posts Tagged ‘monedas

14
Sep
11

Fun & Finance: #14, Charla sobre Mercado

En esta ocasión, German le ofrece a Gaston un pantallazo como mirar las conexiones dentro del mercado financiero.

Siempre mejor en HD.

No se olviden de LIKE THIS !!

28
Jun
11

Gráfico du Jour: SDRs… quién lo hubiera dicho

(Fuente: UBS, via FT Alphaville)

04
Dec
10

Gráfico du Jour: Europa, correlación en las monedas

(Fuente: Bloomberg, via FT Alphaville)

12
Nov
10

Video: Currency Rap (USA & China)

24
Oct
10

Gráfico du Jour: Monedas vs. Oro

(Fuente: Pacifica Partners, via Forex Blog)

07
Oct
10

Guerra de Monedas

Forex Blog tiene un entretenido post sobre la Guerra de Monedas (o de Bancos Centrales, como quieran). Rescato el infograma (de Der Siegel) que incluyó el autor.

 

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




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