Most recent articles by Christoph Schon, CFA, CIPM
The impact of Fed policy on portfolio risk and diversification
As the latest US rate-hiking cycle enters its final phase, market participants are paying ever-closer attention to comments and actions of Federal Reserve Bank officials.
5 things to look out for ahead of a yield curve inversion
Fears of an impending yield curve inversion have been somewhat mitigated thanks to the recent downward revision of rate forecasts by a number of Federal Open Market Committee members.
Asset correlations and portfolio risk: what a difference a quarter makes
The last quarter of 2018 witnessed dramatic changes in the risk environment and multi-asset class correlations.
Yellow Vest contagion: do the bond markets care?
With the Yellow Vest protests, the risk premium of French governments over their German peers is now the widest it has been since the run-up to the presidential election.