Research

Amid the drama in the latest U.S.–China trade war saga, Brendan Loftus explains how improving the underlying fundamentals can help investors navigate what would otherwise be rather uncertain markets.

If a recession were to begin today, healthy interest coverage of 4.3x may give high-yield corporate bond and bank loan sectors at least a 12-month runway before default volume increased meaningfully.

Watch the replay of our recent floating-rate loans webinar.

How does Calvert buck the status quo and turn proxy engagement into measurable impact?

On Monday, May 13, 2019, U.S. markets had their second-worst trading day of the year. Michael Barrer answers the question many investors ask during times of stress: “What happens to ETF spreads?”

There are a lot of myths out there. Here are six true-or-false questions to help you separate fact from fiction when it comes to tax-loss harvesting.

Loan fund investors have moved away from our asset class in recent months, despite a sound fundamental picture and a risk/return proposition that has drawn consistent and ongoing institutional buyership. Why?

Big-ticket, ultra-short notes force muni SMAs with low minimums to buy longer-term paper at rich prices, likely giving clients more heartburn than total return.

Amazon bulls point to the company’s impressive 91% annual earnings growth in the three years ending 2018. But that may be the company’s Achilles’ heel. Jeff Weniger explains why our core large-cap strategy underweights Big Tech.

While we remain optimistic that a U.S.–China trade deal will ultimately be reached, investors need greater transparency into what’s performing (or not) in the Chinese equity market. Using the tools that we’ve created, Alejandro Saltiel breaks down performance by a variety of factors including share class.