Original quantitative research on macro regimes, currency dynamics, inflation transmission, and structural market risks — published for institutional allocators globally.
The following papers are published and freely accessible. Click "Open PDF" to download directly — no registration required.
A transmission framework examining how cost shocks within China's manufacturing complex propagate into Western inflation cycles. The paper maps structural channels from factory-gate PPI to CPI in the US and Europe, quantifying lag structures and regime dependencies of this contagion mechanism.
Applying clustering methods to detect structural transitions between carry-trade dominance and mean-reversion regimes in USD/JPY since 1996, with cross-validated out-of-sample signal precision.
A valuation-driven framework linking carry trade dynamics to purchasing power parity thresholds, establishing a model for identifying mean-reversion events and the yen's structural undervaluation.
A structural model examining the interaction between fiscal pressure, interest rate normalisation, and global carry positioning — analysing Japan's macro trilemma and its systemic spillover risks for global fixed income and FX.
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As our research output grows, selected papers will be restricted to Insider Access. All current publications remain open. Future work — including technical white papers and data-intensive macro notes — will be progressively tiered.
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Our research agenda is driven by macro regime shifts and institutional demand. Papers are released periodically across our core coverage areas.