FX Dashboard: Lira Re-Engages with EM
In the near-term, we see room for the Turkish lira to appreciate as it catches up with its EM peers following the aggressive rate hike by the...
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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.
277 Views
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...
335 Views
FX Dashboard: Brazilian Real Cheap in REER Terms
Attached is our daily FX Dashboard that identifies dislocations among EM currencies. In this note, we discuss the binary risks in Brazilian real,...
279 Views
FX Dashboard: High Correlation Between EM Currencies and US Equities
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we look at the implications of the high correlation...
278 Views