bullish
Rates 10y Dashboard: Cross-Correlations Between EM Rates Drop
184 Views03 Aug 2021 22:54
We find that the cross-correlations between EM rates have dropped. A direct implication of this is, unlike EM currencies, there are greater relative-value opportunities within the EM rates universe.
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Gautam Jain, PhD, CFA
Fixed Income and Currency Strategist
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