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Capital Markets Lab

Exploring Market Characteristics, Participants, Behavioural Biases, Correlations and Causations, Predictions, Gloom and Doom, Tipping points, Misperceptions, Noise, Risk and Returns, Uncertainty, Volatility, Cycles, Assumptions and more...

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Trade Rebound vs. USD Shortage

"The world has been suffering from a shortage of USD for 25 months in a row, which is the longest period ever, since the end of the Gold Standard in 1971. This might explain the USD’s surprizing strength during the last two years and the fact that world trade has completely flattened over the period."

Didier Darcet Gavekal Intelligence Software, The Quant Corner, December 2019

The memory of stock return volatility: Asset pricing implications

Duc Binh Benno Nguyen, Marcel Prokopczuk, Philipp Sibbertsen Journal of Financial Markets, 23 January 2019

Wars and Financial Panics: Global Bear Markets in the Twentieth Century

"The 1700s was a century of war during which there were five bear markets, each driven directly or indirectly by a European war. The 1800s, on the other hand, was a century of peace, with numerous panics, but only one global bear market which occurred in the 1840s. There were no global bear markets between 1848 and 1912, a 64-year stretch of peace and economic growth.

War hit the world in 1914 when World War I began. Four bear markets occurred between 1912 and 1949. With the world generally at peace after World War II, recessions, sometimes driven by financial panics, were the main cause of bear markets."

Dr. Bryan Taylor Global Financial Data, Aug 19, 2019

Public and Private Currency Competition

Excerpt

James Bullard Federal Reserve Bank of St. Louis, July 19, 2019

High valuations: quality/growth premium or greater investment risk?

The US is currently experiencing an exceptional period from a microeconomic point of view.

Tristan Abet, Senior Fund Manager Candriam, 11 October 2019

Mind over matter: How we react to an inverted yield curve is more important than the inversion itself

Determining whether an inverted yield curve signals a US or global recession continues to focus the minds of investors in 2019. Mark Robertson explains why our actions will matter more in determining whether a recession is on the horizon than what can be a misleading indicator.

Mark Robertson Aviva Investors, 30 September 2019

Four Centuries of Stocks and Bonds in Retrospect

Financial markets have evolved over time. The relationship between stocks and bonds differed in each of the eras that Global Financial Data has designated in the past: Mercantilism (1602-1800), Free Trade (1800-1914), Regulation (1914-1981) and Globalization (1981-).

Dr. Brian Taylor Global Financial Data, Aug 14 2019

Substance over style?

Why an agnostic approach beats equity style biases.

David Cumming Aviva Investors, 30 September 2019
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