Markets have priced in an aggressive easing path, but a cluster of leading indicators suggests central banks may stay higher for longer than consensus expects — and the implications for equities are significant.
A wave of downward revisions is masking sector-level divergence that long-only managers can't afford to ignore.
The deficit dynamics have shifted. Understanding why matters more than the headline number.
EM sovereign issuers are rushing to market. Spread compression has been faster than fundamentals justify.
Duration risk is back on the table, but the playbook looks nothing like 2018. A look at how CFOs and treasury teams are building hedges in an environment where volatility is structurally elevated.