Currency Research | Millennium Global Investments

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Umberto Alvisi

Generating positive risk-adjusted returns in currency markets

Russia/Ukraine – Observations and Currency Market Implications

Spillover-index

Assessing spillover effects in currency markets

fx trends

All quiet on the surface in currency markets but beware of macro trends

Em currencies

Assessing the impact of global factors on EM currencies: Enhanced methodology and case study for MXN

the behaviour of currencies

Identifying the drivers for a return of inflation and implications for currencies

Optimal Hedge Ratio

Is There an Optimal Hedge Ratio?

Managing a Currency Program – The Mechanics

Managing a Currency Program – The Mechanics

Addressing Emerging Market Exposure

Managing Emerging Market Currencies

the danger of doing nothing

Managing Currency Exposures: The Danger of Doing Nothing

China Evolving from Capital Exporter to Capital Importer

The “Yield Shield”: Managing Emerging Market Currency Risks

Managing Currency Risk in a Portfolio of Illiquid Assets

The Importance of Addressing Currency Risk in an International Portfolio

How Active Currency Overlay Can Materially Improve Upon Passive Currency Hedging