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EPFR Papers: Bank of Japan’s ETF purchases

EPFR Papers: Bank of Japan’s ETF purchases

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 central bank to officially declare that it was buying exchange-traded funds (ETFs) and Japan Real Estate Investment trusts (J-REITs).

EPFR Papers: Oil bonds still have fuel in the tank

EPFR Papers: Oil bonds still have fuel in the tank

Fixed income markets are abuzz about the spectacular demand for new green bonds. Flows into fixed income funds with socially responsible investing (SRI) or environmental, social and governance (ESG) mandates have soared, whereas those tracked by EPFR have seen their Assets under management increase sevenfold since the beginning of 2019.

EPFR Papers: China Evergrande – Fixed on its fate

EPFR Papers: China Evergrande – Fixed on its fate

The fate of China’s Evergrande, the second-largest developer in China by sales, could have a knock-on effect on China’s real estate sector and the international markets, in what doomsayers have warned could well be another Lehman moment for financial markets.

EPFR Papers: NEW Stock Level Tool

EPFR Papers: NEW Stock Level Tool

EPFR has developed a new tool. Stock Barometer, to help at the individual security level. Organized around a range of well-known indexes, these ‘barometers’ list the stocks in those indexes and illustrate their daily situation based on two key factors, flow momentum and ownership dispersion.

EPFR Papers: SRI/ESG: Recent trends for emerging markets

EPFR Papers: SRI/ESG: Recent trends for emerging markets

2020 was a special year from a mutual fund flows and allocation data perspective. This paper covers the reactions to Covid, China, US elections and more. As we position our sights on the year ahead, we discuss the outlook for ESG, Emerging Markets and Japan.

EPFR Papers: China: Should it be in an asset class of its own?

EPFR Papers: China: Should it be in an asset class of its own?

Our latest technical paper discusses China as an asset class from the perspective of the EPFR China Flows and Positioning datasets. China Share Class Allocations (CSCA) is the latest in a progression of datasets offered by EPFR that shed light on China, stretching back to Emerging Markets Equity Fund flows in 1995.

EPFR Papers: The global low-volatility investment

EPFR Papers: The global low-volatility investment

Asset managers are responding to this demand. According to data from Informa Financial Intelligence’s EPFR, by mid-2Q19 there were 204 low-volatility funds globally with a total Asset under Management (AuM) of over US$130 billion.