Friday 13 November 2020
News, Investment Talks, Market News
We use monthly credit excess return in the EUR denominated Investment Grade bond universe for regression analysis and factor picking. ESG was making its way to becoming a mainstream factor within the Investment Grade universe and when the COVID-19 stress hit the financial markets, it displayed a “hedge-like” behavior. We had previously identified that better ESG and lower cost of capital were related, however the realization of this feature in a stress environment is worth investors’ attention.
The objective of this paper is to illustrate the factor investing space in corporate bonds before and during the COVID-19 crisis and is the natural extension of our prior analysis on both the new alternative credit factors and the ESG integration in credit
Biden and Democrats Take Control
Biden and Democrats Take Control Despite Trump Protesters
Investment Insight Blue Paper December 2020
Responsible investing expands further with green convertible bonds
The US election and Covid-19 vaccines: implications for the economy and markets
The likelihood of a divided US government removes a major potential headwind to the US economy, that is, higher taxes. With multiple Covid-19 vaccines showing promise, the US economy may surprise on the upside in 2021.