Boosting returns on EM bonds through term-premia
During this webinar, we highlight a simple trading rule we have developed internally based on the size of term-premia across 15 EMs, which can boost hedged and unhedged returns on local currency bonds without suffering much increase in volatility. Our main innovation comes in using a unique proprietary data set of vintages of Oxford Economics short-term interest rate forecasts for each of the last 45 quarters.
Please note that we will be repeating the same webinar to cater for the difference in time zones between EMEA, the Americas and APAC:
- APAC – Tuesday 5th October | 10:00 HKT
- EMEA – Tuesday 5th October | 10:00 BST
- Americas – Tuesday 5th October | 16:00 EDT
Gabriel Sterne
Head of Global Strategy Services and EM Macro Research
Gabriel Sterne
Head of Global Strategy Services and EM Macro Research
Gabriel Sterne | Head of Global Strategy Services and EM Macro Research
Gabriel delivers macro-economic products tailored for the financial markets, as Head of a team that integrates global strategy and EM macro views. Recently he has published most on populism, demographics and other drivers of low global yields, and the evolution of global fragilities as expansions mature. On the EM side he is a global expert on sovereign crisis and debt restructuring issues.
Regis Chatellier
Director EM Strategy
Regis Chatellier
Director EM Strategy
Regis Chatellier | Director EM Strategy
Regis is a senior strategist in charge of global emerging markets. He covers the sovereign hard currency debt, FX and local rates markets, combining top-down macro research with bottom-up/quant modelling approaches. Prior to joining Oxford Economics, Regis worked for more than 20 years in investment banks. He did his studies at Sciences Po. Paris (Economics & Finance) and he holds a Master’s degree in Economics from the University of Nantes.”
Related Services
Event
Construction in Transition: What Are Tomorrow’s Growth Drivers?
Join us for an insightful session on the evolving landscape of building and construction in Australia. Industry leaders will share insights on emerging growth drivers like data centres and public hospitals, alongside challenges from capacity constraints and cost pressures. Learn how policy shifts, institutional investments, and global resource demand are shaping the future, and discover strategies to position your business for success. Together, they will provide the latest outlook and in-depth discussions on Australia’s Construction Sector.
Find Out More
Event
Navigating the Future Risk
Explore the shifting dynamics of the global economy and the critical challenges shaping growth and inflation in 2025 and beyond. As post-pandemic disruptions give way to new uncertainties, we’ll delve into fiscal sustainability, evolving interest rates, and their differentiated impacts on sectors, cities, and markets. Gain actionable insights from expert-led sessions on Australia’s economic outlook and the journey to net zero.
Find Out More