Applied Research

Long yields fall and UK curve flattens after ‘dovish’ BoE rate hike

Last week, we saw government bond yields fall around the globe.

Posted 11.07.17 Christoph Schon, CFA, CIPM

US short-horizon risk at 35-year low

Once a week, we publish a summary of the Equity Risk Monitor report from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 11.06.17 Melissa Brown, CFA

European yields and euro depressed by dovish ECB

Last week, we once again saw US Treasury yields rise sharply, hitting their highest levels since the second Fed rate hike in mid-March. 

Posted 10.31.17 Christoph Schon, CFA, CIPM

Pound recovers on Brexit silver lining, as yields and dollar fall

Last week, we saw US government bonds outperform their European rivals. The 10-year Treasury yield ended the week 9 basis points lower, after bond investors revised their inflation and rate hike expectations downwards.

Posted 10.16.17 Christoph Schon, CFA, CIPM