Extended-lister
Showing 91 - 100 of 143 entries
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MSCI Blog
Are EU corporate bonds all alike?The integration of the eurozone’s economy may tempt investors to view corporate debt issued by European companies as undifferentiated. On average, this view has seemed correct — but not always durings times of market stress.
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MSCI Blog
Something for nothing? Increasing bond duration may not increase portfolio riskAsset allocators may consider lengthening the duration of their bond portfolios to prepare for a potential recession in the U.S. But could duration extension push risk above target thresholds? Maybe not.
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MSCI Blog
Did insider transactions have secrets to tell?Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?
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MSCI Blog
A default wave for Chinese consumer ABS?The default rate for auto loans in Chinese consumer asset-backed securities increased rapidly in recent months, and China may be moving toward a more borrower-friendly bankruptcy regime. Could this lead to even higher default rates?
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MSCI Blog
Beware high dividend yield trapsDuring low interest-rate, high-volatility environments, some investors have turned to high dividend-paying stocks. However, overly simplistic approaches to selecting dividend-paying securities exposed investors to potential “yield traps.” Could these traps have been avoided?
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MSCI Blog
Repo-market turmoil may not spell SOFR’s endInvestors and the media have begun to worry that the secured overnight financing rate (SOFR) — the U.S. interest-rate benchmark meant to address issues with and replace USD LIBOR — may introduce a new set of problems. Are the concerns justified?
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MSCI Blog
Stress testing US-China trade warsAmid ongoing U.S.-China trade tension, we have updated our stress test to consider three scenarios for how the situation could unfold — and their impact on currency, bond and equity markets around the world.
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MSCI Blog
Chinese convertibles: Equities in fancy dress?Chinese corporate bonds that convert to A shares display equity-like characteristics. But investors who view these securities as equities in disguise are overlooking the complexities of the asset class.
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MSCI Blog
Retire in Monte Carlo? Simulating retirement outcomesDespite global equity performance, U.S. DC plan participants may be ill prepared to meet retirement-spending needs. We assessed four equity-allocation scenarios — including an equity multifactor allocation and integration of ESG views — to see which performed best.
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MSCI Blog
Stress testing Brexit: Deal or no deal?Brexit has roiled markets since U.K. voters chose “leave” in the June 2016 referendum. We used our stress-testing model to examine how markets could react to deal and no-deal scenarios.