User profiles for Samantha Azzarello
Samantha AzzarelloJP Morgan Asset Management Verified email at nyu.edu Cited by 22 |
Evolving dynamics of the relationship between US core inflation and unemployment
BH Putnam, S Azzarello - Review of Financial Economics, 2015 - Elsevier
Labor market dynamics in the US are changing due to long-term factors including decelerating
labor force growth, rising age of the labor force, and the rapid advance of e-commerce, as …
labor force growth, rising age of the labor force, and the rapid advance of e-commerce, as …
A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule
BH Putnam, S Azzarello - Review of Financial Economics, 2012 - Elsevier
When the Federal Reserve was established by the US Congress in 1913, its charter mandated
that the new central bank “promote an elastic currency” and the institution was given …
that the new central bank “promote an elastic currency” and the institution was given …
Examining the causes and potential policy responses to emerging market currency contagion
BH Putnam, S Azzarello - The Journal of Investing, 2015 - pm-research.com
The differentiation in economic fundamentals and policies is highly pronounced among
emerging markets countries. Yet emerging-market sector exposures often share a relative lack of …
emerging markets countries. Yet emerging-market sector exposures often share a relative lack of …
[PDF][PDF] Natural Gas–An Unexpected Macro and Market Driver
S Azzarello, G Jabre, JP Morgan - 2022 - suerf.org
* This SUERF policy brief includes research content published by JP Morgan on 08/05/2022.
JP Morgan has granted SUERF a limited right to re-publish this research on an information …
JP Morgan has granted SUERF a limited right to re-publish this research on an information …
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S Azzarello, JP Morgan, G Jabre - suerf.org
This SUERF policy brief includes research content published by JP Morgan on 08/05/2022.
JP Morgan has granted SUERF a limited right to re-publish this research on an information …
JP Morgan has granted SUERF a limited right to re-publish this research on an information …
[PDF][PDF] A Bayesian Interpretation of the Federal Reserve's dual mandate and the Taylor Rule R/Finance 2013
S Azzarello - 2013 - past.rinfinance.com
Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a
leveraged investment, and because only a percentage of a contract’s value is required to trade, …
leveraged investment, and because only a percentage of a contract’s value is required to trade, …
Taylor Rule. A Bayesian Interpretation of the Federal Reserve's Dual Mandate
B Putnam, S Azzarello - Economics Gone Astray, 2019 - World Scientific
… Samantha Azzarello … Samantha Azzarello At the time this research was published in
June 2012, Samantha Azzarello was a colleague of Blu Putnam at CME Group. …
June 2012, Samantha Azzarello was a colleague of Blu Putnam at CME Group. …
Risk management insights from Markowitz optimization for constructing portfolios with commodity futures
S Wilford - Journal of Financial Perspectives, 2014 - papers.ssrn.com
Based upon a Markowitz methodology, this paper considers use of commodities futures as
assets to enhance portfolio diversification. A very simplistic methodological approach is …
assets to enhance portfolio diversification. A very simplistic methodological approach is …
Conference Report: R/Finance 2013.
J Ulrich - R Journal, 2013 - search.ebscohost.com
… Samantha Azzarello discussed her work with Blu Putnam, which used a dynamic linear
model to evaluate the Fed’s performance vis-a-vis the Taylor Rule. Grant Cavanaugh examined …
model to evaluate the Fed’s performance vis-a-vis the Taylor Rule. Grant Cavanaugh examined …
[CITATION][C] Energy price spread: Natural Gas vs. Crude Oil in the US
S Azzarello - CME Group, 2014