Tag: regulation
RECENT ARTICLES
Commodity carry
Across assets, carry is defined as return for unchanged prices and is calculated based on the difference between spot and futures prices (view post...
Understanding the correlation of equity and bond returns
The correlation of equity and high grade sovereign bond returns is a powerful driver of portfolio construction and the term premia of interest rates....
CDS term premia and exchange rates
The term structure of sovereign credit default swaps (CDS) is indicative of country-specific financial shocks because rising country risk affects short-dated maturities more than...