User profiles for Samantha Azzarello

Samantha Azzarello

JP 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 …

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 …

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 …

[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 …

[HTML][HTML] Download

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 …

[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, …

Taylor Rule. A Bayesian Interpretation of the Federal Reserve's Dual Mandate

B Putnam, S Azzarello - Economics Gone Astray, 2019 - World Scientific
Samantha AzzarelloSamantha Azzarello At the time this research was published in
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 …

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 …

[CITATION][C] Energy price spread: Natural Gas vs. Crude Oil in the US

S Azzarello - CME Group, 2014