Rates 10y Dashboard: Which Countries Underperformed as US Rates Rallied?
In this note, we looked at the beta-adjusted performance of EM rates as US rates rallied this month to identify the countries that have lagged.
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Rates 10y Dashboard: Greater Dispersion Within EM Means More Trading Opportunities
In this note, we measure the dispersion within EM rates and show that it has risen recently, which is indicative of more trading opportunities.
324 Views
Rates 10y Dashboard: Which Countries Offer High Yields Relative to Their Volatilities?
In this note, we address the question that if US rates volatility continues to come off, then which countries are most likely to attract inflows,...
186 Views
Rates 10y Dashboard: LatAm Rates Lag Asia Even When Adjusted by Beta
In this note, we discuss the underperformance of 10y rates in Latin America versus Asia and make the case that if the volatility of US rates...
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Rates 10y Dashboard: Which Countries Are Most and Least Correlated with the US?
We go over the correlation of 10y rates in EM countries with the US 10y to identify those that are the best if the sell-off in US rates resume and...
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