The Ringgit Rebuild
Malaysia as an AI-cycle packaging and data-center beneficiary, and the China oversupply risk that keeps us market weight.
We write where English-language coverage of Asia is thin or slow to arrive. Papers are posted as they clear internal review.
PBOC is easing while BSP, BI, and BOT hold or tighten. The CNY to ASEAN rate differential sits at decade highs and cross-asset pricing has not caught up. We map where the gaps are.
APAC carry is not G10 carry. IDR and INR carry different drawdown profiles from MYR and THB. Most carry research focuses on DM pairs; the EM-Asia literature is thin, especially on risk-off behaviour.
Fama-French does not port cleanly to APAC. Liquidity premia are larger, momentum decays faster, and value traps cluster in specific markets (Korea, HK). We test which factors hold out of sample.
APAC markets tend to shift regime abruptly rather than drift. We study what precedes those turns: correlation breaks, implied-realised vol spreads widening, and sudden ETF flow reversals in KR, TW, and IN.
Malaysia as an AI-cycle packaging and data-center beneficiary, and the China oversupply risk that keeps us market weight.