Mega Blog Lead

Leading the conversation
MSCI Blog

What does Saudi Arabia inclusion mean for EM investors?

Feb 5, 2019 Saurabh Katiyar
MSCI Blog

What Fed monetary policy has meant for factors

Feb 6, 2019 Raina Oberoi, Abhishek Gupta

As interest rates in the U.S. started increasing in late 2015, many investors expressed concerns over the impact that rising rates could have on their investments. However, the tone of the U.S. Federal Reserve (the Fed) shifted from “we’re a long way from neutral” in October last year to a more accommodative stance of “we will be patient” early this year, re-emphasizing that expression at the January 2019 Federal Open Market Committee meeting.

MSCI Blog

Is MBS refinance risk increasing?

Oct 12, 2018 Joy Zhang

With the Federal Reserve raising interest rates and the majority of agency mortgage-backed securities (MBS) under the refinance threshold, how much do investors need to worry about refinance risk? Our model indicates that future refinance regimes would be similar to recent 2016 experiences, and this view is consistent with current behavior of MBS empirical durations. However, investors may want to remain vigilant, as the recent trend toward looser mortgage credit standards by agencies and regulators could increase the prepayment intensity of future refinance waves.

QuickSearch

Research blogs
Read our latest insights

Dynamic content cards

MSCI Blog

Investor Reaction to US Elections and COVID-Vaccine Progress

Nov 18, 2020 Dimitris Melas, David Lunsford, Andy Sparks

To gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.

MSCI Blog

Did Size Matter for Small-Cap Outperformance?

Nov 16, 2020 Roman Kouzmenko

Good vaccine news on Nov. 9 drove unusual equity-index and factor returns, including in small caps. The MSCI USA Small Cap Index returned 3.03% that day vs. 0.82% for the MSCI USA Index. Was this due to the size factor, or was there a bigger story?

Dynamic content cards

Dynamic content cards

Talk to an expert (Research Blog)