Extended Viewer

Alfredo Bequillard

Alfredo Bequillard
Executive Director, Portfolio Management Research

About the Contributor

Alfredo Bequillard is an Executive Director in the MSCI Portfolio Management Research group. Previously, he served as a model reviewer at JPMorgan Chase. Earlier, Alfredo developed and ran quantitative trading strategies for Treasury securities at Jefferies. Prior to that, he worked on fixed-income modeling at Lehman Brothers and CIBC. In a previous career, he was an engineering researcher in the defense industry. Alfredo holds a doctorate in mathematics from MIT.

HTML Displayer Portlet

Blog posts by Alfredo Bequillard

Extended-lister

Nothing was found.
  1. BLOG

    Was the Treasury Price Right? Yield Dispersion Amid COVID-19 

    May 5, 2020 Alfredo Bequillard , Greg Recine

    Learn More

    Despite appearances, Treasury yield curves are statistically estimated using price data from hundreds of Treasurys. We compared recent yield dispersion — or the degree to which individual bond yields fall away from the curve — to historical levels.

  2. BLOG

    What Yield-Curve Inversions Have Meant For Markets 

    Apr 5, 2019 Alfredo Bequillard

    Learn More

    Inversion of the yield curve has historically been a reliable indicator that a recession is coming. But what has it implied for stock prices and Treasury rates?

Regulation

We use cookies to optimize site functionality and give you the best possible experience. Learn More

Cookie Preferences

Accept all cookies

This website uses cookies to remember users and understand ways to enhance their experience.

For more information, please visit our Cookie Notice.

Strictly Necessary, Functionality and Performance Cookies

We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.

For more information, please visit our Cookie Notice.

Analytics Cookies

We use Google Analytics to collect anonymous information about how visitors use our website. These cookies collect only non-personal information, and give us aggregate, non-identifiable insights into how our website is being used. Please note, if you accept our marketing cookies (as described below), we may also be able use Google Analytics to report website usage statistics about you individually.

For more information, please visit our Cookie Notice

Marketing Cookies

Our marketing cookies let us to know when you interact with our marketing communications. In addition, if you submit an online form to us (e.g., email subscribe, Contact Us, event registration, etc.), we use these cookies to identify your navigation activities on our websites.

Our Client Support site cookies let us know when our registered clients visit our Client Support site, and help us see their navigation activities on our websites.

For more information, please visit our Cookie Notice