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    Moody's Analytics Insights

    Moody's Analytics Insights

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    Weekly Market Outlook: VIX, EDF and National Activity Index Go Far at Explaining the High-Yield Spread

    There is no one way of statistically explaining the bond yield spreads of high-yield corporate bonds. However, one of the better approaches employs a multi-variable regression model and generates a highly significant adjusted r-square statistic of 0.89.

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    2020 Presidential Election Model

    The economy may not be top of mind for voters in every election, but it is hardly ever further than a close second. This is the principle underpinning Moody's Analytics presidential election models.

    Article
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    Weekly Market Outlook: Worsened Fundamentals Lift Downgrades Well Above Upgrades

    Financial markets have been buffeted by changing views regarding the trade dispute between China and the United States. Nevertheless, the direction taken by earnings-sensitive securities will ultimately be determined by the outlook for profits.

    Article
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    Weekly Market Outlook: Next Recession May Lower 10-year Treasury Yield to Range of 0.5% to 1%

    Despite today's ultra-low yields, Treasury bonds may still pay off handsomely once recession strikes.

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    Vietnam Economic Outlook: Tiptoeing Toward the Winner's Circle

    Despite risks to the downside, the country will remain one of the world's fastest-growing economies.

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    The Next Recession - APAC Edition

    Recession risks are uncomfortably high and rising, as President Trump continues to pursue his trade war with China.

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    Weekly Market Outlook: Abundant Liquidity Suppresses Defaults

    Nothing quite increases the risk of debt repayment like a drop in the income that funds the servicing of outstanding debt.

    Article
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    Weekly Market Outlook: Cheap Money in Action

    The corporate bond market has proven to be resilient amid recent equity market volatility. Moreover, despite a slew of bearish headlines, the market value of U.S. common stock's latest low of August 14 was still a huge 20.8% above its low of December 24, 2018, while August 2019's month-long average of 19.0 points for the VIX was well under the 25.0 points of December 2018.

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    Model Validation Need Not Be a Blood Sport

    The traditional build-and-validate modeling approach is expensive and taxing. A more positive and productive validation experience entails competing models developed by independent teams.

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    Weekly Market Outlook: Bond Implied Ratings Hint of More Fallen-Angel Downgrades

    On September 9, the senior unsecured bond rating of Ford Motor was lowered from Baa3 to Ba1, where the downgrade constituted a ratings reduction from investment- to speculative-grade (or high-yield). Because investor mandates often prohibit the inclusion of high-yield bonds in investment-grade portfolios, such a downgrade can quickly lower the prices of adversely affected bonds.

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    Moody's Analytics Webinar: CreditEdge/Public Firm EDF Online Training

    Please join us for a complimentary online training session on Moody's Analytics CreditEdge to obtain a practical understanding of the industry-leading model for estimating public firm probability of default.

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    Trade War Chicken: The Tariffs and the Damage Done

    Based on simulations of the Moody's Analytics model of the global economy, this paper examines the consequences for the U.S. and global economies in different scenarios regarding how the trade war between the U.S. and China will unfold.