How Treasury Rates Impact All Major Financial Assets
Treasury rates have a tremendous impact on financial assets through their influence on the cost of borrowing. Therefore, understanding the relationship between treasury rates and financial assets is of primary importance. We found that while treasury rates are positively related to financial assets such as oil and US dollar, they are negatively related to S&P500 […]
Economics
Impact of Macroeconomic Factors on Financial Assets and Portfolios
This research article analyzes the influences of determinant macroeconomic factors – GDP, GDP Surprise, Inflation, and Inflation Surprise – on asset returns and asset correlations. In particular, we analyze how the previous factors impact the performance of different investment portfolios during various phases of the economic cycle. We found that portfolios that show the highest […]
Global Macro
Which Portfolios Outperformed During the Covid-19 Crisis?
This research article analyzes the performance of different portfolios in the past two years from July 2018 to July 2020 and particularly during the coronavirus pandemic. We found that multiple-asset portfolios outperform non-diversified portfolios, especially the ones focus on equities. The high risk-adjusted and robust returns of such portfolios would benefit investors in the long […]
Investing