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...
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FX Dashboard: Chilean Peso Vs Australian Dollar
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we show that while the Chilean peso has performed...
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FX Dashboard: Mexican Peso Vs Canadian Dollar
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we dig into the recent underperformance of Mexican...
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FX Dashboard: Copper Outlook Positive for Chilean Peso
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we argue that the Chilean peso's outperformance can...
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Alpha Bites: Buy South Africa 10y Bond FX-Hedged Vs Pay 10y IRS
We recommend buying the 10y bond in South Africa on a currency-hedged basis and paying 10y interest-rate swap against it as the spread between the...
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