Thursday 10th April 2014, 18:30 - 21:00
InterContinental Paris Le Grand Hotel, 2 Rue Scribe, 75009, Paris
Advance Registration for this event has now closed
City University London and Sir John Cass Business School are pleased to invite alumni to a masterclass presented by Prof Richard Payne.The event will provide an opportunity for City and Cass Business School alumni to meet with fellow alumni and prospective students, as well as experience the sort of teaching current students enjoy on the Cass MSc programmes taught in London.
18:30 - 19:00 Registration
19:00 - 20:00 Masterclass
20:00 - 21:00 Networking and drinks reception
Synopsis of the Masterclass
We investigate the relationship between stock market returns and exchange rate returns using a set of more than 40 countries observed over more than 25 years. We show that currency movements are essentially unrelated to expected and actual stock market movements. The upshot of this is that there are substantial returns available from applying simple investment strategies to international equity markets. Moreover, it is hard to justify those substantial returns using commonly accepted measures of risk.
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When and where
6.30pm - 9.00pmThursday 10th April 2014