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When Japanese interest rates first fell towards zero, the Japanese government yield curve steepened sharply as it was assumed temporary, and that interest rates and bond yields would rapidly “normalise” or mean revert at levels more typical of the 1980s and ’90s. With about a 20-year lag, the Eurozone now appears to be experiencing the same phenomenon, and has met similar policy responses.
ETF Stream Big Call: Fixed Income (23 September 2019) Re-recorded presentation by Robin Marshall FTSE Russell Global Markets Research, Global Macroeconomic and Asset Allocation Insights - Developed and emerging market bonds in a low interest rate...
Equity factors made a dramatic U-turn in September, capturing the mercurial and rapidly shifting appraisal of economic prospects across global markets. But we think it’s too early to call this a regime change.
We have just announced the results of the annual Country Classification Review for countries monitored by its global equity and fixed income indexes. Our approach to country classification is informed by feedback from a broad set of market participants and provides investors with a framework for evaluating and investing across asset classes in global equities and fixed income markets.