Quant Radio: Interest Rates and Short Term Currency Crash Risk скачать в хорошем качестве

Quant Radio: Interest Rates and Short Term Currency Crash Risk

In this episode of Quant Radio, we discuss how interest rates influence short-term currency crash risk and whether severe currency declines are predictable over horizons of one to six months. Drawing on empirical research using monthly data from advanced and emerging economies, the episode explains how aggressive domestic interest rate increases combined with recent currency depreciation sharply raise the probability of a currency crash. The discussion challenges the view that currency crises are sudden and unpredictable, showing that short-term crash risk can be identified using local monetary policy signals. We examine why local interest rate decisions matter more than global factors or U.S. interest rates at short horizons, how monetary tightening during periods of currency weakness increases financial instability, and what this means for central banks, investors, and risk managers. Topics covered include: Interest rates and currency crash risk Short-term currency crash predictability Monetary tightening and exchange rate instability Domestic versus global drivers of currency crises Implications for monetary policy and financial stability Find the full research paper here: https://community.quantopian.com/c/co... For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses. Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice. Learn more by subscribing to our YouTube channel to access all of our videos. As always, if there are any topics you would like us to focus on for future videos, please comment below or send us a quick note at info@quantopian.com. Disclaimer Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.