Cross-Asset Thematic Strategy, Edelscourt

Albert Maass

Albert brings over three decades of experience from the financial industry, having worked with top institutions across the UK, Americas, and Asia. His broad expertise spans investments in multiple asset classes and extends to risk management.

In a previous role, Albert served as the Head of Alternative Investments at Shinsei Bank in Japan, where he oversaw a varied portfolio comprising private equity, hedge funds, reinsurance, credit, and other assets. His distinguished career has seen partnerships with prestigious institutions such as HVB, the European Bank for Reconstruction and Development, Nomura International, Mariner Investment Group, Allied Capital Asset Management, and the Central Bank of Chile.

Albert is a certified Financial Risk Manager (FRM) and is an alumnus of the Universidad Católica de Chile, with a degree in Business and Economics

Cross-Asset Thematic Strategy

Edelscourt

Established in 2014, Edelscourt combines cutting-edge technology with deep industry knowledge. We specialise in risk management solutions for a diverse range of clients, from financial institutions to family offices.

Cross Asset Strategy

<ul>
<li>Does the yield curve predict the US economy? Debate continues if the difference between short and long-term rates reliably indicates future GDP growth or if it's just a coincidence.</li>
<li>If the yield curve spread accurately forecasted changes in GDP growth, it could help predict booms and recessions, offering a more informed basis for economic policy and decision-making.</li>
<li>An updated Granger causality analysis provides new evidence to settle the debate between correlation and causation.</li>
</ul>


Does the yield curve predict the US economy? Debate continues if the difference between short and long-term rates reliably indicates future GDP growth or if it's just a coincidence.
If the yield curve spread accurately forecasted changes in GDP growth, it could help predict booms and recessions, offering a more informed basis for economic policy and decision-making.
An updated Granger causality analysis provides new evidence to settle the debate between correlation and causation.


Can the Yield Curve Predict the Future of the Economy? An Updated Analysis Using Granger Causality