Documents in the Epstein records · document

while in Asia the shocks to monetary policy are the

document commodity prices and risk aversion House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

while in Asia the shocks to monetary policy are the

LatAm and EMEA currencies are more sensitive to shocks in

document Asia. Interestingly House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

LatAm and EMEA currencies are more sensitive to shocks in

for the last two years and the years 2013-2014

document on the above mentioned global factors House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

for the last two years and the years 2013-2014

we study the cross sectional exposure of

document usually very sensitive to global factors House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

we study the cross sectional exposure of

we find that EM currencies are the most attractive

document according to this criteria only House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

we find that EM currencies are the most attractive

exhibit negative skewness and fat tails. Even

document carry trades returns are highly volatile House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

exhibit negative skewness and fat tails. Even

which are mostly candidates for funding currencies. However

document attractive than DM ones House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

which are mostly candidates for funding currencies. However

isolating global and idiosyncratic sources of risks

document currency returns House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

isolating global and idiosyncratic sources of risks

so that the cushion provided by the carry compensates for the

document investment horizons House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

so that the cushion provided by the carry compensates for the

FX & EM 2017 Year Ahead | 16 November 2016

document 36 Global Rates Nov 16, 2016 House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

FX & EM 2017 Year Ahead | 16 November 2016

indicating that carry trades were not as a strong investment theme as it was

document with carry House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

indicating that carry trades were not as a strong investment theme as it was

post-election currency losses is not as highly correlated

document measures of risk. Interestingly House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

post-election currency losses is not as highly correlated

since the carry factor is also correlated with global

document though not a sufficient condition House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

since the carry factor is also correlated with global

which indicates the presence of currency risk premium. Since

document profitable on average House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

which indicates the presence of currency risk premium. Since

as they are highly correlated with USD and carry

document dollar and carry factor respectively House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

as they are highly correlated with USD and carry

smart carry reemerges as an interesting proposition. As

document currency returns is considered House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

smart carry reemerges as an interesting proposition. As

short SGD/INR and long PEN/CLP. For more neutral

document • We like short EUR/RUB House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

short SGD/INR and long PEN/CLP. For more neutral

capital mobility restrictions and beneficial ownership

document allocation process House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

capital mobility restrictions and beneficial ownership.

mainly due to obstacles regarding the quota

document The inclusion was delayed in June 2016 House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

mainly due to obstacles regarding the quota

so that inflows upon inclusion would be roughly USD16bn

document of the index is USD3.8tn) House Oversight Committee — Epstein Estate Records (Nov 2025) 1 pp.

so that inflows upon inclusion would be roughly USD16bn.