STAGNOL Lauren
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Thematic Paper 2.06.2022 Shifts & Narratives #18 - The power of narratives for investors

Narratives have been around for a long time but their impact on financial markets has not been fully exploited. Our analysis suggests that narratives complement traditional macro variables when it comes to explaining financial market behaviour.

More > 10 minutes
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Insights Paper 3.05.2022 Global real estate markets: rich valuations, but not a source of systemic risk

Understanding the current situation of global real estate markets and their likely evolution in a high-inflation regime.

More > 10 minutes
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Working Paper 7.04.2022 Monitoring Narratives: an Application to the Equity Market

In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can improve on a purely macroeconomic approach when modeling the US equity market.

More > 10 minutes
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Working Paper 25.02.2022 The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect

The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in 2014 on the relevance of ESG.

More > 10 minutes
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Working Paper 11.02.2022 Equity Convexity and Unconventional Monetary Policy

In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.

More > 10 minutes
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Working Paper 23.11.2021 ESG and Sovereign Risk - What is Priced in by the Bond Market and Credit Rating Agencies?

In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk analysis viewpoint. To address this, we consider a granular set of 269 indicators within the three ESG pillars to determine what the sovereign bond market is pricing in.

More > 10 minutes
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Working Paper 26.02.2021 Understanding the Performance of the Equity Value Factor
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After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008 Global Financial Crisis.

More > 10 minutes
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Working Paper 2.11.2020 Corporate ESG News and The Stock Market
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Corporate ESG News and The Stock Market

More > 10 minutes
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Working Paper 9.11.2017 Analysing the Exposure of Low-volatility Equity Strategies to Interest Rates
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At the dawn of a potential rise in rates triggered by Central Banks in both Europe and the United States, doubts are being raised about the ability of low-volatility portfolios to continue to deliver robust performance.

More > 10 minutes
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