During this webinar, we highlight a simple trading rule we have developed internally based on the size of term-premia across 15 EMs, which can boost hedged and unhedged returns on local currency bonds without suffering much increase in volatility. Our main innovation comes in using a unique proprietary data set of vintages of Oxford Economics short-term interest rate forecasts for each of the last 45 quarters.
Please note that we will be repeating the same webinar to cater for the difference in time zones between EMEA, the Americas and APAC:
- APAC - Tuesday 5th October | 10:00 HKT
- EMEA - Tuesday 5th October | 10:00 BST
- Americas - Tuesday 5th October | 16:00 EDT