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The forest and the trees

Weekly investor research

29 August 2017

Markets tend to focus on very immediate events and sometimes miss the big picture. The big picture is that the QE trades of the last few years – long Dollar, US stocks and European bonds and short EM – are reversing. Will the next few years in global financial markets offer a mirror image of the performance of the 2010-2015 period?

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Assessing the EM policy reaction-function in the context of a COVID-19 induced recession

Weekly investor research

23 March 2020

The liquidity collapse resulting from the cumulative effects of the expected recession, the decline in oil prices and extreme market volatility was the main problem facing global markets last week.

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The COVID-19/Oil/US Stock Market Triple Shock: Impact on EM

Weekly investor research

16 March 2020

An unprecedented triple shock from the US stock market crash, COVID-19 and falling oil prices has dislocated asset prices and impaired liquidity across all markets.

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