Emerging market credit performs well during expansionary 'Growing' and 'Heating' regimes when risk premia narrow, but returns decrease during 'Slowing' and 'Stagflation' regimes when activity stalls and risk premia rise.

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