Our research.

Our Research leads our current investment thinking across Fulcrum’s investment team, economists and asset class specialists.

15/01/2024

A summary: carbon-transition risk and net-zero portfolios

With more than $100 trillion of global assets now under a net zero, are decarbonisation efforts reflected in market pricing?

11/09/2023

Carbon-transition risk and net-zero portfolios

Net-zero portfolios (NZP), which aim to reduce carbon footprint exposure to zero by a target date, are becoming a popular vehicle to align investors’ incentives with climate scenarios.

07/09/2023

US interest rate surprises and currency returns

Currencies that are more exposed to US monetary policy yield positive average excess returns.

01/01/2021

Currency mispricing and dealer balance sheets

We find dealer-level evidence that recent regulation on the leverage ratio requirement causes deviations from covered interest parity.

01/01/2021

Unconventional monetary policy and the portfolio choice of international mutual funds

This paper analyses how unconventional monetary policy by the major central banks in developed markets affects the geographical portfolio choice of international mutual fund managers.

03/04/2019

OTC Premia Paper

Using unique data at transaction and identity levels, we provide the first systematic study of interest rate swaps traded over the counter (OTC).

01/10/2018

Narrative Sign Restrictions for SVARs

We identify structural vector autoregressions using narrative sign restrictions.

01/05/2017

Tracking the Slowdown in Long-Run GDP growth

Using a dynamic factor model that allows for changes in both the long-run growth rate of output and the volatility of business cycles, we document a significant decline in long-run output growth in the United States.

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