26/11/2021 Fixed Income & FX From recovery to resiliency: the promise of EM sustainable ... After an outbreak that initially affected developed countries and China, Covid-19 has become an emerging market and developing economies (EMDEs) pandemic.
12/11/2021 Economy & Markets A new dawn for Europe? Strategies for investing in European ... The resurgence of Covid-19 cases in some countries is an area for attention, but should not lead to new generalised lockdowns due to vaccinations which...
12/11/2021 Portfolio Allocation ESG Improvers in Credit Investing The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.
18/06/2021 Economy & Markets Biden agenda: tackling income inequality and its potential i... The election of President Joe Biden has led to a turn in US government policy. This paper explores income and wealth inequality in the United States and...
7/06/2021 Insurance Insurers’ portfolios: re-load the income engine, go beyond t... US long-term yields have risen in recent months on expectations of strong economic growth fueled by fiscal stimulus. Eurozone long-term government yields...
13/04/2021 Investment Insights Temperature scores: an innovative tool for ESG fundamental i... 2021 will be a pivotal year to curb climate change.
6/04/2021 Emerging Markets Why investors should look at Indian assets Domestic demand, ‘Make in India’, and possible inclusion in fixed income indices
2/04/2021 Fixed Income & FX Dollar: short-term bull, medium-term dull? As the global economy recovers from its worst economic slump since the 1930s, any investment decision will hinge critically on the evolution of the dollar....
24/03/2021 Machine Learning & Artificial Intelligence Bond Index Tracking with Genetic Algorithms Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...
22/02/2021 Asset Pricing & Behavioural Finance Tracking ECB’s Communication: Perspectives and Implications ... This article assesses the communication of the European Central Bank (ECB) using Natural Language Processing (NLP) techniques.
15/12/2020 Investment Insights Sustainability-linked bonds: nascent opportunities for ESG i... Since the creation of green bonds, many new labels have emerged, including social bonds, sustainability bonds, and recently transition bonds, not to mention...
11/12/2020 Investment Insights Responsible investing expands further with green convertible... While investors have been aware of the merits of investing responsibly for a long time, the Covid-19 crisis is likely to increase the focus on ESG principles,...
8/12/2020 Sustainable Finance Facts and Fantasies about the Green Bond Premium The green bond market has increased exponentially since the first issuance in 2007.
18/11/2020 Investment Insights Social bonds: financing the recovery and long-term inclusive... With its triple impact on education, income and health, the Covid-19 crisis has exacerbated existing inequalities, both among and within countries.
18/11/2020 Investment Insights Factor Investing and ESG in the Corporate Bond Market Before... The objective of this paper is to illustrate the factor investing space in corporate bonds before and during the COVID-19 crisis and is the natural extension...