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Ming Zeng from Singapore Management University: Currency Carry Momentum and Global Interest Rate Uncertainty

2019年10月18日 14:20  点击:[]

Time: 14:00am-15:30 pm, November 16th Friday

Addr: IFS Conference Room 202

Topic: Currency Carry, Momentum, and Global Interest Rate Uncertainty
Speaker: Ming Zeng from Singapore Management University

About the speaker:
Ming Zeng obtained his Ph.D. in economics from the Singapore Management University in August 2018. His research interests are Financial Economics, Empirical Asset Pricing, International Finance, and Applied Econometrics. His paper “Currency Carry, Momentum and Global Interest Rate Uncertainty” provides a unified risk-based explanation for the profitability of the currency carry and momentum trade, which are the most popular investment strategies in the currency markets.

His papers have been presented in many academic conferences including the FMA Annual meeting, EEA-ESEM, Econometric Society, Wolfe Research Global Quantitative and Macro Investment Conference, Conference on Frontiers of Factor Investing, IAAE; and universities including Birkbeck College, Central University of Finance and Economics, Fudan University, Nankai University, Peking University HSBC Business School, SAIF, Singapore Management University, and University of Macau. Prior to the doctoral study, he obtained his master’s degree in financial engineering from ESSEC Business School in Paris.


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