US credit markets show resilience following volatility in rates markets
August 9th, 2024 | In Research Note
Market Insight – August 2024 The market turmoil sparked by the disappointing July jobs report left a mark on US rates markets, although rates have been retracing modestly higher in recent days. Interest rate futures markets are pointing to a series of policy rate cuts in the coming months, presumably to ease economic conditions and forestall a recession. Interestingly, despite the recent drama in the US rates…
How do AXI and FXI reflect market and geopolitical risks?
April 17th, 2024 | Research Note
Market Insight – April 2024 The recent escalation of the current Middle East…
What is driving credit spreads tighter?
April 2nd, 2024 | Research Note
Market Insight – April 2024 Measures of credit spreads moved tighter and market…
What are AXI and FXI telling markets about current financial...
February 21st, 2024 | Research Note
Market Insight – February 2024 Recent commentary by US Federal Reserve officials indicates…
NYU Professor Tuckman on Short-Term Rate Benchmarks: the Post-LIBOR Regime
May 7th, 2023 | Research Note
Bruce Tuckman is a Clinical Professor of Finance at the Leonard N. Stern…
Unintended Impact of LIBOR-SOFR Transition on Credit Markets and Economic...
March 10th, 2023 | Research Note
In this note, I discuss the impact of the London Interbank Offered Rate…