The coronavirus market impact spreads globallyMar 5, 2020 Learn More
Fear of a coronavirus pandemic and ensuing economic impacts caused sharp drops in global markets after an initially mild response. We look at recent performance from a factor perspective and how quickly factor returns and volatility reverted in past crises.
The coronavirus epidemic: Implications for marketsFeb 12, 2020 Learn More
The toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy and financial markets. We examine investor impact through markets’ economic exposures to China and factors and by stress testing portfolios.