[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 …
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 …
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 …
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
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 …
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 …
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 …
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 …
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 …
that enable investors to construct portolios that generate better risk-adjusted returns than …