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MSCI Blog

Will coronavirus reduce emissions long term?

Apr 3, 2020 Nathan Faigle, Oliver Marchand

Has COVID-19 affected carbon emissions? Using satellite imagery from NASA and the European Space Agency, we examined the empirical data so far to understand the potential impact, and if there may be a decline in global greenhouse-gas emissions in 2020.

Research Paper

Looking for a better hedge

Mar 30, 2020 ZHANG Howard, BONNE George

A better understanding of the relationships between companies has potential value for many financial applications. We examined three — building simple hedging portfolios, min-vol portfolios and optimized hedging portfolios — and found it reduced portfolio volatilities in all cases.

MSCI Blog

Asset allocation and index futures during market crises

Mar 25, 2020 Zhen Wei, Shuo Xu, Wei Xu

During market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performance/risk characteristics. We explore prior use of futures for exposure management and tactical asset allocation.

MSCI Blog

Integrating ESG in emerging markets and Asia

Mar 18, 2020 Zhen Wei

Previously, we have examined the relationship between ESG characteristics and financial performance in developed markets. In this blog post, we explore whether ESG characteristics  have had financially significant effects in emerging markets and Asia.

Research Paper

COVID-19 outbreak highlights gaps in Indian pharma’s quality management

Mar 16, 2020 RATTE Aurelie
MSCI Blog

Coronavirus and oil hit equities — how low can we go?

Mar 12, 2020 Dimitris Melas

We compare the market turmoil sparked by the coronavirus pandemic with levels of volatility, drawdown and recovery after 9/11 and the global financial crisis (the two other similarly severe economic and market shocks of the last 20 years).

MSCI Blog

The coronavirus market impact spreads globally

Mar 5, 2020 Jun Wang, Jay Yao, George Bonne

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.

A new day for monetary policy

A new day for monetary policy

Andy Sparks discusses the dovish stance of the Fed and other major central banks.

How can active managers put ESG to work?

How can active managers put ESG to work?

Many active managers are concerned that using ESG data might disturb investment  processes or introduce unintended biases. What’s the evidence?

Why are small caps different?

Why are small caps different?

Apart from size, what distinguishes global small-cap stocks from their large- and mid-cap counterparts?