[HTML][HTML] Isolating the female agency-driven development factor in external sovereign emerging market debt

K Henide, Z Ahmar - Financial Innovation, 2023 - Springer
The underlying literature hypothesises and provides randomised evidence for the positive
impact of promoting the broad-based inclusion, empowerment, and representation of …

Examining swap butterfly risk premia in South Africa

S Hariparsad, E Maré - Investment Analysts Journal, 2023 - Taylor & Francis
This paper studies a long butterfly strategy (which is immune to parallel curve shifts but
exposed to non-parallel curve shifts) on the South African interest rate swap curve. Ten …

Machine Learning and the Cross-Section of Emerging Market Corporate Bond Returns

SM Mansouri, DS Eterovic - Available at SSRN, 2023 - papers.ssrn.com
This paper conducts a comparative assessment of machine learning models for predicting
corporate bond behavior in a high transaction cost emerging market setting. Our research …

[HTML][HTML] Factor-based investing in government bond markets: A survey of the current state of research

D Bektić, B Hachenberg, D Schiereck - Journal of Asset Management, 2020 - Springer
Factor investing has become very popular during the last decades, especially with respect to
equity markets. After extending Fama–French factors to corporate bond markets, recent …

The Determinants of Corporate Bond Returns-a Literature Review

SM Mansouri, DS Eterovic - Available at SSRN 4634358, 2023 - papers.ssrn.com
In this paper, we conduct a comprehensive survey and evaluation of recent empirical studies
exploring the factors influencing cross-sectional corporate bond returns, including recent …

Emerging Market Bonds: Expected Returns and Currency Impact.

GS Konstantinov - Journal of Portfolio Management, 2022 - search.ebscohost.com
Optimizing in local currency or in currency-adjusted expected returns depends on the
portfolio base currency. Currency unhedged portfolios are more suitable for EUR-based …

[HTML][HTML] Investing in Emerging Markets: An Empirical Comparative Analysis

ST Enow - Journal of Accounting and Finance in …, 2023 - publishing.globalcsrc.org
Purpose: Investing in emerging markets may present a growing list of opportunities against a
backdrop of additional risks because the drivers of returns in these markets are increasingly …

Continuous innovation in factor credit strategies

P Houweling, F Muskens, RJT Hoen - Bankers, Markets & Investors, 2021 - cairn.info
There is a large body of academic literature that documents the existence of factor premiums
that enable investors to construct portolios that generate better risk-adjusted returns than …