Extended Viewer

Greg Recine

Greg Recine

Vice President, MSCI Research

Greg Recine is a member of MSCI’s fixed-income research team specializing in interest-rate-benchmark curves. He previously worked at Barclays Capital, on the team supporting the POINT portfolio-analytics platform. Greg holds a doctorate in theoretical physics from Stevens Institute of Technology and has held faculty positions at New York University and Fordham University, where he carried out computational research on nanoscale and molecular electronic devices. Greg also holds a master’s degree in electrical engineering from Manhattan College and a bachelor’s degree in astrophysics from Rensselaer Polytechnic Institute.

Research and Insights

Articles by Greg Recine

    Deteriorating Liquidity Complicates Fed Action

    2 mins read Quick Take | Aug 26, 2022 | Greg Recine, Andy Sparks

    During the early days of COVID-19, Chair Powell partly justified the Fed’s asset purchase program as necessary to restore market liquidity. Today, it seems quite plausible that Treasury market liquidity may soon be worse than during the pandemic. 

    Can Green Spreads Uncover ESG's Influence on Bond Prices?

    10 mins read Blog | Nov 11, 2021 | Greg Recine, Alexander Spray

    Investors increasingly seek to build portfolios that have reduced exposure to climate-transition risk. How might these changes in investor behavior have affected prices in the corporate-bond market?

    Chinese Government Bonds: Higher Yield, Less Risk?

    6 mins read Blog | Nov 12, 2020 | Greg Recine, Juan Sampieri, Andy Sparks

    Global investors’ interest in Chinese government bonds has risen, as these bonds offer higher yields than developed-market sovereign debt. For investors thinking about adding Chinese bonds to their portfolios, what could be the impact on portfolio risk?

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

    Blog | May 5, 2020 | Alfredo Bequillard, Greg Recine

    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.