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Focus areas.

Where consensus is thin, under-researched, or structurally late.

Policy Divergence

PBOC is easing while BSP, BI, and BOT are holding or tightening. The CNY-ASEAN rate differential is at decade highs. Cross-asset pricing hasn't caught up. We're mapping where the gaps are.

FX Carry

APAC carry is not G10 carry. IDR and INR have different drawdown profiles from MYR and THB. Most carry research focuses on DM pairs. The EM Asia literature is thin, especially on how these trades behave during risk-off.

Equity Factors

Fama-French doesn't port cleanly to APAC. Liquidity premia are larger, momentum decays faster, and value traps cluster in specific markets (Korea, HK). We test which factors actually hold up out of sample across the region.

Regime Detection

APAC markets don't drift between regimes. They snap. We study what precedes transitions: cross-asset correlation breaks, implied-realized vol spreads widening, and sudden ETF flow reversals in KR/TW/IN.

Working papers.

Posted as they clear internal review.