FX Dashboard: South African Rand’s Outperformance Continues
In this note, we go over the reasons behind the strong performance of the South African rand (ZAR) and argue that continued outperformance may lead...
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FX Dashboard: Correlation of Taiwan Dollar with Rest of Asia Picks Up
We discuss the recent underperformance of the Taiwan dollar in the context of the possibility that the US Treasury may label the country a currency...
342 Views
FX Dashboard: Peru’s Currency and Rates Are Already Reflecting Election Risk
The first round of Peru's presidential election has produced a negative outcome. However, with the currency already reflecting these risks, a...
384 Views
FX Dashboard: EM FX Volatility Rises from the Lows
In this note, we discuss the rise in the volatility of EM currencies as the dollar's volatility picks up and what to expect ahead.
537 Views
FX Dashboard: Is Carry Compensating for Volatility?
In this note, we discuss the relationship between a currency's carry with its volatility, and use it to identify dislocations.
368 Views