Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

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.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

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.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: EM FX Volatility Rises from the Lows

We compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

We compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: Leaders and Laggards in EM in the Dollar’s Latest Appreciation Bout

In this note, we elaborate on why we expect the contagion from the sharp correction in Turkey to other emerging countries to be limited.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

In this note, we elaborate on why we expect the contagion from the sharp correction in Turkey to other emerging countries to be limited.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: Contagion from Turkey Should Be Limited

In this note, we use an innovative approach to detect which emerging countries are intervening more than others.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we use an innovative approach to detect which emerging countries are intervening more than others.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

FX Dashboard: Which Countries Are Intervening the Most?

In this note, we discuss the reasons behind the recent lag of the Colombian peso and argue that it may continue to underperform in the near term.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we discuss the reasons behind the recent lag of the Colombian peso and argue that it may continue to underperform in the near term.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

FX Dashboard: Colombian Peso to Continue Underperforming

South Africa

The South African rand is the official currency of The Republic of South Africa.

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ZAR (USDZAR CURNCY)

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.

Gautam Jain, PhD, CFA

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.

Gautam Jain, PhD, CFA

FX Dashboard: Contagion from Turkey Should Be Limited

In this note, we elaborate on why we expect the contagion from the sharp correction in Turkey to other emerging countries to be limited.

Gautam Jain, PhD, CFA

FX Dashboard: Which Countries Are Intervening the Most?

Attached is our daily FX Dashboard that helps identify dislocations among EM currencies. In this note, we use an innovative approach to detect...

Gautam Jain, PhD, CFA

FX Dashboard: Colombian Peso to Continue Underperforming

Attached is our daily FX Dashboard that helps identify dislocations among EM currencies. In this note, we discuss Colombian peso's recent lag and...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)