High yield credit earns its full return premium during 'Growing' and 'Heating' regimes, with 'Growing' regimes delivering an average of 0.3% more return than 'Heating' regimes, while returns turn flat to negative in 'Slowing' and 'Stagflation' regimes.

Authors

• Person: Ivan Vratzov Organization: FactSet
  Mapping Asset Returns to Economic Regimes: A Practical Investor's ...

Sources

• Mapping Asset Returns to Economic Regimes: A Practical Investor's ... insight.factset.com Ivan Vratzov · FactSet via serper

Referenced by nodes (3)

• heating concept
• Slowing concept
• Growing concept