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Thematic Paper 19.01.2023 The Market Effect of Acute Biodiversity Risk: the Case of Brazilian Corporate Bonds

The market effect of acute biodiversity risk: the case of Brazilian corporate bonds. This paper highlights a study examining the linkages between biodiversity events and corporate bond spreads.

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Working Paper 30.11.2022 The Market Effect of Acute Biodiversity Risk: the Case of Corporate Bonds

In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.

More > 10 minutes
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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.

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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.

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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.

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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.

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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.

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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.

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