Research ideas

Some research ideas.....

• Extend methodology to look at other indicators of corruption in PRC investments

• Come up with a stochastic model for PRC interest rates

• Come up with a model for the behavior of the RMB
  • In particular use Rebanto's method of normal composition to decompose RMB

• Combine the above to have a model for PRC interest rate swaps

• Look for systematic changes in autocoorelation in Shanghai markets over time
  • The important thing is to look for an autocoorelation in the first phase of Shanghai/Shenzhen markets that aren't in the current set of market data

• Look for systematic changes in covariance between A/B/H/G shares over time

• Research universities in the lower Yangtze valley in the 19th century