Flirting with Models

The Research Library of Newfound Research

Tag: interest rates (Page 1 of 2)

Timing Equity Returns Using Monetary Policy

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On September 4, 2018

We explore the relationship between equity returns and contractionary/expansionary monetary policy regimes using a simple simulation-based framework.

Did Declining Rates Actually Matter?

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On April 10, 2017

It is often said that the bond bull market of the last 30 years was fueled by declining interest rates: but how much did declining rates actually matter?

Rising Correlations and Tactical Asset Allocation

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On October 31, 2016

Tactical asset allocation can potentially add the most value when correlations between asset classes in the universe are high.

Be Careful How You Play Rising Rates

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On May 12, 2015

The prospect of rising rates is constantly in the news, but simply shortening duration may not protect a portfolio. Doing so could result in a worse outcome

Will the Carry Trade Ride Again?

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On March 2, 2015

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