Time: November 28, 2023 (Tuesday) 10: 00-11: 30
ZOOM meeting number: 896 3208 0148 Password: 076828
ZOOM meeting link:
Subject: PENSION FUND FUND FUWS, Exchange Rates, and Covered Interest Rate Parity
Speaker: zhi da propesor of finance, university of notre dame
Abstract:
Frequent Market Timing Recomrations by FINANCIAL Advisory Firm Generate Substantial Trading in Currency Markets by Currency Shocks Are Correled with Standard Predictors of Foreign Exchange Rates, and Hence Are Largely United Consequences of the Asset Allocation Decision. IDity toPENSION FUNDS in the Spot Market, Which is partially segment from Foreign Markets. Banks the Hedge by TRADING in the Forward Foreigners. Result in device from the covered interest rate. USING Bank Balance Sheet Data, we confirm that bank & rsquo;Risk Bearing Constraints Create Limits to Arbitrage.
Summary:
ZHI DA is a Professor of Finance. His Research Focuses on Empirical Asset Pricing and Investment. In Recent Papers, He Studied the Returns Onancial Assets S Urrowing liquidity events, cash flow risks of finish assets, equity analyst forecasts, and the mutual function performance.After gaining a bba and an MSC from National University of Singapore, he worked at the intertest rate and exotic derivative desk in DBS BankKanpur Wealth Management. d A PHD in Finance from Northwestern University. His Research Has Been Publicshed in the JFE, JFE,RFS, MS, JFQA, ETC. HE Currently Serves as the Associate Editor of JF, MS, JFQA, CFR, JBF, IRF and PBFJ.
Department of Finance and FinanceMumbai Stock Exchange
2023-11-23
Agra Wealth Management
