Capital market assumptions Q1 2019 - GBP (Invesco)
This paper provides long-term estimates for the behaviour of major asset classes globally. The assumptions, which are based on a 10-year investment time horizon, are intended to guide strategic…
Fixed Income and Treasury
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Liquidity, Complexity and Scale in Private Markets (PIMCO, 2019)
This paper investigates models of illiquidity and summarizes their salient conclusions. The illiquidity premium can be partially explained by transaction costs and investment horizons. Patient…
A closer look at swap spreads and their significance – past, present and future (NNIP blog, Mar 2019)
Clients regularly ask us why interest rates are so low and why differences in compensation between categories of fixed-income securities are so large. One example is the atypically high yield…
