Ho John Lee’s Weblog

• Forecasting International Equity Correlations (PDF)
  Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta. A look at the changes in cross-country correlation during recessions vs growth. (Correlation is higher during recessions.)
  (tags: global asset allocation investment finance quantitative risk management)
• FRB: Speech, Warsh–Market Liquidity: Definitions and Implications–March 5, 2007
  …I wish to advance a simple proposition: Liquidity is confidence…What if the current level of liquidity caused lower risk premiums than could be justified by actual credit risks? Might a misallocation of resources result?
  (tags: federal reserve monetary policy finance economics investing)
• Portrait Retouching Gallery
  Sample before-and-after portrait photos using semi-automatic retouching application instead of Photoshop.
  (tags: photo retouching digital image software photoshop photography culture)

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