Graduate of Economics from Insper Instituto de Ensino e Pesquisa (2021). Has experience in Economics, focusing on Macroeconomics and Finance. (Source: Lattes Curriculum)
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This research project proposes a novel approach to the Carry Trade, anchored in the long-run equilibrium nominal interest rate of global economies, diverging from the conventional method reliant on forward premiums. Preliminary findings indicate that this alternative Carry Trade strategy not only outperforms the traditional model, making the Carry Trade anomaly even stronger, but is also …
This research project proposes novel equity-based currency risk factors. We use the term-structure of equity risk to build currency risk factors and show that they are priced in the cross-section of currency returns. Currencies more exposed to the level and curvature risk-factors offer a lower risk premium, while those more exposed to the slope factor offer a higher risk-premium. A portfo…
| 1 / 1 | Completed scholarships in Brazil |
| 1 / 1 | Ongoing scholarships abroad |
| 2 / 2 | All Scholarships |
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