Michael Chin
Michael Chin
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Asset Allocation Research
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Real estate exposures to bond and equity return drivers
We evaluate listed and unlisted real estate asset classes from the perspective of an investor holding a diversified equity and fixed …
Michael Chin
,
Pavol Povala
Aug 18, 2024
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Simulating long-horizon returns on government bonds
We outline a macro-finance model for simulating long-horizon returns on government bonds. We show how the determinants of return …
Michael Chin
,
Pavol Povala
Mar 31, 2024
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Understanding international long-term interest rate comovement
Long-term interest rates of small open economies (SOE) correlate strongly with the USA long-term rate. Can central banks in those …
Michael Chin
,
Ferre De Graeve
,
Thomai Filippeli
,
Konstantinos Theodoridis
Sep 1, 2022
PDF
Financial market volatility, macroeconomic fundamentals and investor sentiment
In this paper, we investigate the dynamic relationship between financial market volatility, macroeconomic fundamentals and investor …
Michael Chin
,
Jeremy Chiu
,
Richard Harris
,
Evarist Stoja
Jul 1, 2018
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