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  • Blog | The future of index data: Having it your way weblink

    White papers 23 August 2019

    I believe the famous Burger King ad slogan, “Have it Your Way,” is very well understood across all consumer cultures because it so precisely expresses the experience all customers—regardless of the industry—desire. This standard for client experience has even crept into areas in market data once considered so complex that providers were limited in their ability to customise products and services to clients’ needs. First, consider how market data can be packaged.

  • Blog | Study finds value factor applies to fixed income too weblink

    White papers 22 August 2019

    The value effect refers to the tendency of stocks with lower valuation ratios to earn above average returns over the long run. This effect—also referred to as the “value premium”—is one of the most well studied and evidenced market factors in equities. However, when it comes to fixed income, there hasn’t been a widely accepted definition of the value factor.

  • Blog | Not all yield-curve inversions are created equal weblink

    White papers 20 August 2019

    The inversion of a widely watched part of the US Treasury yield curve last week has rattled markets already nervous about slowing global growth. Such events warrant attention given their recession-predicting history. But the macro and monetary forces driving the recent inversion differ starkly from those in 2006, the first of such inversions preceding the last recession.

  • FTSE Russell China Bond Research Report Q2 2019 download

    White papers 29 July 2019

    A quarterly report by FTSE Russell that provides insights into the China bond market, including performance of the FTSE Russell China Bond Indexes.

  • Blog | Are the Eurozone and ECB turning Japanese…? weblink

    White papers 16 July 2019

    ECB President Draghi recently stated his concerns about the slowdown in the Eurozone economy and noted that the ECB still has plenty of scope to expand its QE asset purchase program (Sintra, Portugal, June 19) if required.

  • Blog | Three risks to the “Powell Put” feel-good moment weblink

    White papers 24 June 2019

    Risk appetite has been swinging from concern about slowing global growth and profits to optimism that aggressive Fed easing was just around the corner. Optimism appears to have won the day, at least for now. Hints last week of the Fed’s readiness to cut rates sparked a global equity rally, with US stocks notching new highs.

  • Practical considerations for listed infrastructure download

    White papers 18 June 2019

    Infrastructure is an investment category often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. FTSE Russell defines core infrastructure companies as those that own, manage or operate structures or networks used for the processing or moving goods, services, information and data, people, energy and necessities from one location to another.

  • Blog | Is it a good time to be in the stock market? weblink

    White papers 29 May 2019

    As we enter this year’s annual Russell rebalancing process (also known as the Russell Reconstitution), investors may be interested to know that it has been 35 years since the Russell indexes were created, and the original guiding principles behind the rebalancing process and other features of the Russell indexes have stayed constant over the years.

  • Fallen Angels in the US credit market download

    White papers 22 May 2019

    A Fallen Angel is a corporate, or sovereign, bond downgraded from Investment Grade (IG) (minimum rating of BBB- with S&P, Moody’s or Fitch) to a High Yield credit rating (of BB , or below with S&P, Moody’s or Fitch). Thus, the downgrade from Investment Grade (IG) to High Yield (HY) is far more significant than a downgrade for a bond staying within the same asset class. Fallen Angels tend to have higher credit-beta than other HY issues as a result.

  • The Carry Concept - FTSE Fixed Income Factor Research Series download

    White papers 22 May 2019

    As a well-known concept to practitioners and academics, carry has been leveraged in the currency markets for decades. With the understanding of such FX carry trades becoming established, recent academic publications have explored this concept cross-markets and showcased evidence of the carry premium across other asset classes.  The “carry and roll-down” concept in fixed income Targeting carry in sovereign markets Extending to corporate bonds. Real ...

  • Fallen Angels in the US credit market download

    White papers 22 May 2019

    Characteristics, historical performance and differences between the current credit cycle and earlier regimes...

  • FTSE Russell China Bond Research Report Q1 2019 download

    White papers 22 May 2019

    Highlights from the May report:  Total holdings of Chinese bonds by offshore investors rose in Q1 of 2019. Offshore investors held 1.76 trillion RMB (US$263 billion) worth of bonds at the end of March, according to data released by Shanghai Clearing House and China Central Depository and Clearing Co, marking a 34.3 billion RMB (US$5.1 billion USD) rise compared to end-December 2018. Some of China’s largest companies have defaulted on their debt ...

  • FTSE Fixed Income Factor Research Series - The Carry Concept download

    White papers 21 May 2019

    As a well-known concept to practitioners and academics, carry has been leveraged in the currency markets for decades. With the understanding of such FX carry trades becoming established, recent academic publications have explored this concept cross-markets and showcased evidence of the carry premium across other asset classes.

  • Blog | US-China standoff catches US economy at low ebb weblink

    White papers 20 May 2019

    The pickup in headline first-quarter US GDP growth sent out false signals about the underlying health of the US economy, as a closer analysis reveals. And the recent flare-up in US-China trade tensions isn’t helping.

  • Blog | The US yield curve is not a broken recession indicator weblink

    White papers 16 May 2019

    Suggestions that inverted yield curve is an unreliable indicator of pending recession are exaggerated, says Robin Marshall...

  • Blog | Markets wrestle with late-cycle crosswinds weblink

    Asset Manager News 25 April 2019

    In a rare tug of war, both equities and government bonds have rallied this year as financial markets wrestle with the implications of a synchronized global slowdown.

  • Blog | Four factors fueling Europe’s ETF fixed income surge weblink

    White papers 11 April 2019

    ETF usage among institutional investors in Europe has been on the rise, and fixed income ETFs have been a key driver behind this growth. European institutions surveyed in a recent Greenwich Associates study indicated that fixed income ETFs as a percentage of their portfolios more than doubled from 2017 to 2018.1 As fixed income ETF inflows in Europe continue to pick up steam, we’ve identified four primary reasons behind this trend.

  • FTSE Russell China Bond Research Report Q4 2018 download

    White papers 19 March 2019

    China’s US$12 trillion bond market is projected to double in size in the next four years to about US$24 trillion, according to Goldman Sachs. Chinese Government Bonds (CGBs) are forecast to account for an estimated US$4 trillion of that market by the end of 2022...

  • Blog | Multi-asset: What’s in a name? weblink

    White papers 12 March 2019

    In order to bring some rigor to the process, FTSE Russell takes a volatility-based definition, which we believe cuts through the noise and focuses on what the indexes measure.

  • FTSE Russell Blog weekly recap 22nd Feb 2019 download

    Asset Manager News 22 February 2019

    Index IDEA: Fixed income cartography meets index methodology...

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