FX Dashboard: How Well Would a Euro Hedge Have Worked for EM?
In this note, we evaluate whether hedging with the euro would have helped ameliorate losses from EM currencies over the past couple of months...
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FX Dashboard: Leaders and Laggards in EM in the Dollar’s Latest Appreciation Bout
We compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.
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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.
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Alpha Bites: Long Colombia 5s10s Steepener
We recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month as we expect the central bank to be more dovish...
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FX Dashboard: Oil Currencies Vs Oil
Attached is our daily FX Dashboard that helps identify dislocations among EM currencies. In this note, we discuss the underperformance of Russian...
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