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Guide to Systematic Macro Trading Strategies
Macro Information Inefficiency
Reasons and Evidence for Macro Inefficiency
Quantitative Methods to Increase Macro Efficiency
Types of Systematic Macro Strategies
Fundamental Value Estimates
Macro Trends
Implicit Subsidies in Financial Markets
Endogenous Market Risk
Price Distortions
Systemic Risk Management
Basics of Systemic Risk Management
Non-Conventional Monetary Policies
Financial System Risk
Government Finances
The Project
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Home
Guide to Systematic Macro Trading Strategies
Macro Information Inefficiency
Reasons and Evidence for Macro Inefficiency
Quantitative Methods to Increase Macro Efficiency
Types of Systematic Macro Strategies
Fundamental Value Estimates
Macro Trends
Implicit Subsidies in Financial Markets
Endogenous Market Risk
Price Distortions
Systemic Risk Management
Basics of Systemic Risk Management
Non-Conventional Monetary Policies
Financial System Risk
Government Finances
The Project
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Public Finances
Update on the great public debt issue
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May 5, 2018
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The global debt overhang
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September 3, 2016
China and Global Imbalances
The threat from China’s shadow finance
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August 27, 2016
China and Global Imbalances
The China credit risk
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May 18, 2016
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Tracking the history of sovereign defaults
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March 8, 2014
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September 21, 2013
Financial System and Regulation
Asia’s systemic credit risks
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July 8, 2013
Public Finances
Monetary financing does not preclude sovereign default
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June 27, 2013
China and Global Imbalances
China’s highly leveraged state-owned corporates
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May 3, 2013
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