Research and Insights
Articles by Erdem Ultanir
Model Insight - Barra Term Structure Models for BIM301Research Report | May 9, 2012 |
MSCI has enhanced Barra government bond models that cover all developed nominal and inflation-protected markets and added five new emerging market models. BIM301 models improve in-sample and risk forecasting by estimating more detailed and longer term structures and improved risk modeling, including higher frequency weekly returns, short and long horizon models, and improved specific risk models.