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Ainda tentando entender completamente as nuances aqui, mas com as moedas de EM, quanto peso vocês realmente dão aos diferenciais de taxa de juros em seus modelos, especialmente quando a volatilidade aumenta? Parece ser um motor principal, mas então eventos de notícias podem simplesmente explodir tudo.
Ah, the age-old question of whether to trust the models or the morning headlines. Interest rate differentials are definitely a heavy-hitter until some central bank governor decides to rewrite the rulebook over a bad coffee. Then it's anyone's guess.
That's a really good point. I'm trying to figure that out too – it feels like interest rate differentials are key, but then an unexpected political event can just wipe out any gains from a carry trade in an instant. How do you even begin to factor in those 'blow-up' events?
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