Research

We are pleased to share our latest global economic and currency insight and outlook documents.

Q3 2022 Global Currency and Macro Outlook

Nov 26, 2024

Millennium Global’s Currency and Macroeconomic Outlook for Q3 2022 (our flagship quarterly research)

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Q2 2022 Global Currency and Macro Outlook

Nov 26, 2024

Millennium Global’s flagship economic research piece is now available to download, and for the first time is summarised in a short webinar presented by Richard Benson, Co-Chief Investment Officer, and Piya Sachdeva, Lead Economist.

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Russia-Ukraine – Observations and Currency Market Implications

Nov 26, 2024

The Euro has become increasingly sensitive to developments between Russia and Ukraine.

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Q1 2022 Global Currency and Macro Outlook

Nov 26, 2024

Millennium Global is pleased to share its latest quarterly Currency and Macro Outlook

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Assessing spillover effects in currency markets

Oct 10, 2024

We measure the spillover effect that big moves in one currency pair can have on a group of currencies from a purely statistical point of view.

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

Oct 14, 2024

Large macro divergences have failed to deliver higher FX volatility. Those macro trends include a surge in growth in Q2 from the Covid19 recession and a flare-up in inflation in major economies.

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Can QE stop AUD?

Nov 26, 2024

RBA Assistant Governor Christopher Kent stated that ‘’the Bank’s policy measures have contributed to the Australian dollar being as much as 5 per cent lower than otherwise in trade-weighted terms (TWI)’’ in his speech on Feb 17[1].

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Emerging Market FX: Global versus Domestic Factors

Oct 14, 2024

US and global growth expectations have been revised higher but with rising US Treasury yields, could that end up as a mixed bag for EM currencies, as a large fiscal expansion unfolds in 2021 in the US?

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Is There an Optimal Hedge Ratio?

Nov 26, 2024

Investors often wonder if there is an optimal hedge ratio that can be established once and for all and left unchanged.

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