Research Papers


CAMRI Research Papers & Digests 

Is This As Good As It Gets?
Dr. Brian Fabbri, September 2017

Globalization brings synchronization
Dr. Brian Fabbri, June 2017

International Trade: A Matter of Savings and Investment
Dr. Brian Fabbri, May 2017

The EU: The Haves and Have Nots
Dr. Brian Fabbri, April 2017

"Debt: Too Much, or Do We Need More?"
Dr. Brian Fabbri, March 2017

"Does Macro Policy Diverge or Converge?"
Dr. Brian Fabbri, February 2017

"From East to West, Inflation is Back!"
Dr. Brian Fabbri, January 2017

"Trump: The High King of Leverage
Dr. Brian Fabbri, December 2016

"Fiscal Boost Needed to Make EU, UK and Japan Great Again"
Dr. Brian Fabbri, November 2016

“The Time for Change is Now” 
Dr. Brian Fabbri, October 2016

"Is it Time for A New Monetary Policy Target?"
Dr. Brian Fabbri, September 2016

“The EU: What’s next?”
Dr. Brian Fabbri, July 2016

"Is the Stock Market stuck in Neutral, and the Global Economy rolling downhill?"
Dr. Brian Fabbri, June 2016

“The New Normal for the US, But Not for Long” 
Dr. Brian Fabbri, May 2016

"Man in Tights: Abenomics Needs Another Arrow!"
Dr. Brian Fabbri, April 2016

"The Rash of Economic Forecast Downgrades?"
Dr. Brian Fabbri, March 2016

"On a Swing and a Prayer: Are Financial Markets Trying to Tell Us Something?"
Dr. Brian Fabbri, February 2016

"Tisn't the season to be Jolly: Another Dismal Economic Year Ahead"
Dr. Brian Fabbri, December 2015

"Thanksgiving: A Good Time fore Reflecting and Sharing"
Dr. Brian Fabbri, November 2015

"How Important Is Manufacturing?"
Dr. Brian Fabbri, October 2015

"Are Interest Rates too Low for Savings?"
Dr. Brian Fabbri, September 2015

"Where Have All the Good Wads Gone?"
Dr. Brian Fabbri, June 2015

“The Critical Question is How High?”
Dr. Brian Fabbri, May 2015

“Frigid Growth: Global Growth Slowing More than Forecast”
Dr. Brian Fabbri, April 2015

“Are Financial Bubbles Building?”
Dr. Brian Fabbri, March 2015

“From QE to Cheap Currency: The Race to the Bottom”
Dr. Brian Fabbri, February 2015

“Global Macro Policy: The Good, The Bad, and the Unresolved”
Dr. Brian Fabbri, January 2015

“Year-end Look Ahead and Backward”
Dr. Brian Fabbri, December 2014

“Inflation in US: Where Has It Gone?”
Dr. Brian Fabbri, November 2014

“Saying Q.E.D. to QE?”
Dr. Brian Fabbri, October 2014

“Macro Prudential Policies Work”
Dr. Brian Fabbri, September 2014

“Where Should Active Asian Equity Strategies Focus : Stock Selection or Asset Allocation?”
Bing Li, Rohit Sharma and Pranay Gupta, September 2014

“Safeguarding India's Growth Prospects: A Macrofinance Perspective”

Dr. Ranjan Chakravarty, and Joe Cherian, July 2014

"US Economic Pull, Push or Let Go? The Case of Asia"
Dr. Brian Fabbri, July 2014

"Excess Liquidity and No Inflation!"
Dr. Brian Fabbri, June 2014

“The Low-Down on Hedge Funds: Re-Examining the East-West Divide”
Joseph Cherian, Christine Kon and William Weng, May 2014

“A Time for Reflection: Liquidity Creation Is Not Having the Same Effect on Equity Markets”
Brian Fabbri, May 2014

“Will it be Déjà vu for Japan?”
Brian Fabbri, April 2014

“Evolving the Investment Framework for Private Wealth Investment Management”
Pranay Gupta, April 2014

“Investment Principles – Beliefs and Truths”
Charles Brandes, March 2014

“The End of Easy Money is Near”
Brian Fabbri, March 2014

“Consumer Behaviours in Financial Markets: Financial Crisis and Policy Implications”
Sumit Agarwal, March 2014

“Sovereign Asset-Liability Management in Singapore”
Brian Fabbri, February 2014

“The Third Party Plenum of the 18th National Congress”
Anthony Neoh, January 2014

“Will Changed Leadership Matter?”
Brian Fabbri, November – December 2013

“Capital Flow Management: Elusive Global Consensus or Comprehensible Confusion?”
Duvvuri Subbarao, November 2013

“In Debt We Trust: An In-Depth Analysis”
Brian Fabbri, October 2013

“India’s Malaise”
Kim Sun Bae, September 2013

“Is the US Credit Crisis Over?"
Brian Fabbri, September 2013

"Watch What He Says"
Brian Fabbri, August 2013

“Hazenomics: Facing the Fire”
Joseph Cherian, July 2013

“QE Comes and Goes”
Brian Fabbri, July 2013

“Currency Conflict – A Hazy Outlook?”
Brian Fabbri, June 2013

"Specifying and Managing Tail Risk in Portfolios A Practical Approach"

Pranay Gupta and Sven Skallsjo, May 2013

“Rethinking the Asset Allocation Approach for Plan Sponsors"
Pranay Gupta and Sven Skallsjo, January 2013

"On the Role of the State in Pension Plans and How Best to Achieve It"
Laurent Lassalyy, 2011

"Worry-free Inflation-Indexing for Sovereigns: How Governments can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees"
Zvi Bodie, Joseph Cherian & Wee Kang Chua, 2011

"Stale Prices and the Performance Evaluation of Mutual Funds"
Meijun Qian, 2009

"The Role of Institutional Investors in Initial Public Offerings"
Huang Jiekun, Thomas Chemmanur and Gang Hu, 2010

"The Good News in Short Interest"
Ekkehart Boehmer, Bradford D. Jordan and Zsuzsa R. Huszar, 2009

"Stock Market Declines and Liquidity"
Allaudeen Hameed, Wenjin Kang and S Viswanathan, 2008

"Interaction of Investor Trades and Market Volatility: Evidence from the Tokyo Stock Exchange"
K-H Bae, K. Ito and Takeshi Yamada, 2006

"Market Segmentation, Liquidity Spillover, and Closed-end Country Fund Discounts"
Justin S. P. Chan, Ravi Jain and Yihong Xia, 2008

"Stock Price Synchronicity and Analyst Following in Emerging Markets"
K Chan and Allaudeen Hameed, 2005

"Stock Return Autocorrelations, Cross-Autocorrelations and Market Conditions in Japan"
Allaudeen Hameed and Y Kusnadi

"How do Individual, Institutional, and Foreign Investors Winand Lose in Equity Trades?"
K-H Bae, K. Ito and Takeshi Yamada, 2008

"Asset Price Shocks, Financial Constraint, and Investment: Evidence from Japan"
V Goyal and Takeshi Yamada