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- Understanding Emerging Market Bonds
- The objectives in this article, beyond a brief exploration of the history of emerging market lending, are to examine the recent performance of emerging market bonds and note the unique statistical properties of emerging market bond returns, including their correlation with other asset classes. It shows the importance of country...
- White papers 2000-04-01
Additional Resources
- The Normal, the Fat-Tailed, and the Contagious: Modeling Changes in Emerging Market Bond Spreads
- This paper examines the statistical properties of daily changes in emerging market bond spreads over US treasuries, and simulates an agent-based model to attempt to replicate those properties. The actual data indicate that changes in spreads are definitely not normally distributed, exhibiting much fatter tails. It further indicates that the...
- White papers 2003-05-13
- Common Factors in Emerging Market Spreads
- Emerging market bond debt has become an increasingly important asset class for portfolio managers and, over the last decade, emerged as a key source of funds for emerging market governments. This article investigates the extent to which spreads on emerging market sovereign debt react to forces that are common across...
- White papers 2003-12-01
- JP Morgan unveils emerging market credit derivatives tool.
- Byline: Vivek Ahuja JP Morgan, whose emerging market bond index Embi is a leading tracker of emerging market debt, has launched a new credit derivative index that will enable fixed-income investors to trade emerging market sovereign credit default swaps for the first time.The emerging...
- Research articles 2003-05-11
- Barclays Global Investors Announces the Trading of the iShares Emerging Market Bond Exchange Traded Fund
- Barclays Global Investors BGI, the world's largest institutional asset manager and largest manager of exchange traded funds ETFs, announced today the launch of the iShares JPMorgan USD Emerging Markets Bond Index Fund (NYSE: EMB) on the NYSE Arca. The new fund is designed to track the JPMorgan EMBI Global Core...
- Research articles 2007-12-19
- Invesco loses entire emerging markets bond team to Standard.
- Byline: Ben Wright Standard Asset Management, a division of Standard Bank London, has poached Invesco's entire emerging market debt team, headed by John Cleary.The team, which consists of Simon Lue-Fong, Jonathan Mann, and Cleary, has been working together for a number of years. At...
- Research articles 2003-11-17
- Emerging-market debt develops returns.
- May 13, 2003 (The Asian Wall Street Journal - ABIX via COMTEX) Investors not prepared to take for the risks inherent in emerging markets would do well to investigate emerging-market government bond funds. These funds, such as the Pimco Emerging Markets Bond Fund, the...
- Research articles 2003-05-13
- Best returns: Emerging market debt now a refuge; So far this year, institutions invest $691 million into developing nations' bonds.(News)(J.P. Morgan Emerging Markets Bond index)
- Byline: Phyllis Feinberg Emerging markets debt has turned into a safe haven for institutional investors as equity markets in the developed world continue their dismal performance. The J.P. Morgan Emerging Markets Bond index, the benchmark for mo Byline: Phyllis Feinberg ...
- Research articles 2003-03-17
- J.P. Morgan Emerging Markets Bond Index Plus falls 0.40%% in August, Emerging Local Markets Index down 3.53%
- NEW YORK--BUSINESS WIRE--Sept. 3, 1997--The J.P. Morgan Emerging Markets Bond Index Plus (EMBI+) declined 0.40% in August - its first monthly loss since March - reducing its year-to-date return to 14.38%. The Treasury market sell-off and weak global equity markets initially did not have a profound effect on the...
- Research articles 1997-09-03
- J.P. Morgan Emerging Markets Bond Index Plus gained 3.52% in June, New Emerging Local Markets Index up 0.75%
- NEW YORK--BUSINESS WIRE--July 3, 1996--The J.P. Morgan Emerging Markets Bond Index (EMBI+) rose 3.52% in June, increasing its year-to-date gain to 15.47%. "The favorable performance was driven by Yeltsin's strong showing in the first round of the Russian presidential election, market anticipation of debt buybacks in emerging market...
- Research articles 1996-07-03
- JP Morgan to launch bond index.
- JP Morgan, the leading provider of emerging market bond indices, is launching an index tracking the Russian corporate market - another sign that the country's capital markets are being rehabilitated after the government's debt default five years ago. JP Morgan, the leading provider of emerging market...
- Research articles 2004-03-23
- Emerging markets' bull run is over -- S&P.
- THE five-year bull market for emerging market bond funds appears over, according to a fund manager survey by S&P. THE five-year bull market for emerging market bond funds appears over, according to a fund manager survey by S&P.
- Research articles 2004-08-02
- Emerging Market Bonds Gain Record Fund Flows
- Carl T. Delfeld submits: Brad Durham of EPFR Global reports that although the benchmark Dow Jones index regained the 10,000 mark as the 3Q09 earnings season kicked off with a bang, money kept flowing out of Money Market and US Equity Funds during the second week of October with...
- External links 2009-10-22
- Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads
- This paper investigates the empirical determinants of emerging market sovereign bond spreads, using a ragged-edge panel of JP Morgan EMBI and EMBI Global secondary market spreads and a set of common macro-prudential indicators. This is essentially a dynamic error correction model where cross-sectional coefficients are allowed to vary in the...
- White papers 2003-11-18
- J.P. Morgan Emerging Markets Bond Index Plus declines 11.52% in October, Emerging Local Markets Index down 4.15%
- NEW YORK--BUSINESS WIRE--Nov. 4, 1997--The J.P. Morgan Emerging Markets Bond Index Plus (EMBI+) dropped 11.52% in October - reducing its year-to-date gain to 4.30%. All EMBI+ countries posted losses. The global contagion, triggered by the Hong Kong equity market sell-off, particularly affected asset values in the emerging markets,...
- Research articles 1997-11-04
- Emerging Market ETFs Experience Major Outflows
- Carl T. Delfeld submits: Wednesday, emerging markets were up almost 2% but for most of this year it has been much more comfortable for investors to be in the ProShares Emerging Market inverse ETF EUM rather than the iShares MSCI Emerging Market EEM ETF. Outflows from emerging...
- External links 2008-09-11
- Crude buoys emerging markets.
- Byline: Gertrude Chavez Aug 23, 2005 (The Australian Financial Review - ABIX via COMTEX) -- Emerging markets such as Venezuela and Mexico are benefiting from the rising price of crude ...
- Research articles 2005-08-23
- PaineWebber names Richard K. Ronzetti to lead Emerging Markets Bond Research
- NEW YORK--BUSINESS WIRE--June 30, 1997--PaineWebber Incorporated announced today that Richard K. Ronzetti has joined the firm as a managing director and head of Emerging Markets Research in the Global Fixed Income Division. "Richard's appointment underscores our commitment to providing the high quality research that today's emerging markets...
- Research articles 1997-06-30
- News: BlueBay unveils emerging market fund against index.
- London-based specialist fixed income manager BlueBay has launched an emerging market fund to take advantage of JPMorgan's latest index. The Emerging Market Local Currency fund will be bench-marked against JPMorgan's new government bond index - emerging markets (GBI-EM). Managed in-house,...
- Research articles 2005-12-12
- Emerging-Market Debt after Ecuador
- Felix Salmon submits: EMTA, the erstwhile Emerging Market Traders Association, hosted an in-depth session today on the debt markets in developing countries, both sovereign and corporate. And it’s the corporate bonds which are by far the biggest worry: emerging-market corporate loans are now five times the size of the...
- External links 2009-06-09
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