Practical analysis for investment professionals

Fixed Income


Equity and Bond Correlations: Higher Than Assumed?

What correlations should we trust? Those based on daily or monthly return data?

The Yen’s Downside Risk Persists Despite BOJ Shift

There is reason to be cautious about the nascent yen rally.

Top 10 Posts from 2022: Fama and French, Damodaran, the Equity Risk Premium

In a wild year for markets and investing, what EI content most resonated with readers?

Managed Futures: A Risk-Off Solution?

If Treasuries no longer fulfill their traditional role, what other strategies or asset classes can enhance diversification and deliver consistent returns?

Will They, or Won’t They? The Risk of Betting on the Fed

Recent market volatility has been driven by speculation about what the Fed will do next.

ESG Fixed-Income Exposure: Index Providers Respond to Asset Manager Demand

The rapid expansion of ESG indexes continues to gain momentum and diversify across asset classes.

Have Central Bank Interventions Repriced Corporate Credit? Part 1

Have the Fed's and ECB's purchases of corporate bonds permanently altered the pricing of corporate credit risk?