Insights
Proprietary market data and analysis
Quant Insights
Playing with dynamite
In this Quant’s Corner, we will look at the growing number of single-security Leveraged Funds in EPFR’s database and explore ways to generate...
CLOs emerging from the CDO shadow
Modern CLOs and CDOs are regarded as much safer than their pre-crisis versions. But where, in the spectrum of major fixed income asset classes do...
American politics: Where’s the information advantage?
The impending US Presidential election, which pits Democratic Vice President Kamala Harris against former Republican President Donald Trump, is...
Economist Insights
China dodges the tariff bullet, catches the inflows
A week that was turbulent even by the standards of US President Donald Trump’s time in office saw funds dedicated to the primary target of his...
For investors, safety trumps liberty on early April
The second quarter kicked off with US President Donald Trump mapping out a path to ‘liberation’ built on the foundation of higher tariffs for nearly...
Turkish assets take a roasting in late March
Another volatile week for global asset markets saw investors gravitate to funds offering exposure to gold, technology, diversified developed markets...
Multimedia
“Liberation Day” and after: A remarkable period of volatility for global fund flows
The Trump administration’s tariff announcements in the first week of April triggered the worst turmoil in global markets since the pandemic.
Latin America’s Macro Landscape: Divergent Economies and Complications from Trump
Latin American nations boast a wealth of natural resources and growing middle classes. They are also vulnerable to US tariffs, the ups and downs of...
Exploring Trump’s tariffs and international trade landscape
Amid uncertainty about Chinese resource demand, US tariffs and Australia’s pivot to rate cuts, this chart pack assembles perspectives from...
Papers
EPFR Papers: Estimating asymmetric price impact
This paper studies the asymmetric price impacts mutual fund and ETF flows have on individual stocks in demand-based asset pricing.
A rising tide lifts some (Japanese) boats: The Bank of Japan’s ETF purchases and their impact on market signals for individual stocks
The Bank of Japan has been the pace-setter among central banks when it comes to purchasing non-government financial securities. It was the first...
Oil bonds still have fuel in the tank – but how long will it last?
Fixed income markets are abuzz about the spectacular demand for new green bonds. Flows into fixed income funds with socially responsible investing...