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    Home Authors Posts by Simon Crooks

    Simon Crooks

    1 POSTS 0 COMMENTS
    Trend following and the headwinds of rising yields
    Asset Management

    Trend following and the headwinds of rising yields

    Simon Crooks -
    April 2, 2017
    0

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    asset management Asset Purchase Program banks bond returns bond yields bubbles capital regulation central counterparty clearing China collateral commodities credit returns default ECB economic data EM equity returns euro area crisis Fed financial crisis FX FX interventions FX returns government debt government deficits herding inflation information insurances Japan leverage liquidity machine learning market turmoil price factors regulation risk management shadow banking statistical methods term structure trend following variance risk premium VIX volatility ZLB

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