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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.

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MSCI Blog

Factor investing in Saudi Arabia: size matters

May 7, 2019 Saurabh Katiyar, Neeraj Dabake

Foreign interest has risen in Saudi Arabia following the easing of foreign-ownership limits. Our analysis shows investors would have benefited by controlling for exposure to small-cap companies.

MSCI Blog

Game of Homes: Is winter coming for the domestic-equity bias?

Apr 30, 2019 Anil Rao, Raman Aylur Subramanian
Can we quantify home-bias risk in an allocation? And, what has happened when U.S. stocks ended previous multiyear runs of outperformance?

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