Impact of the Euro on Global Fixed-Income Portfolios

Koji Inui; Lawrence Pohlman

doi:10.3905/joi.2003.319568

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Impact of the Euro on Global Fixed-Income Portfolios

Koji Inui and Lawrence Pohlman

The Journal of Investing Winter 2003, 12 (4) 54-61; DOI: https://doi.org/10.3905/joi.2003.319568

Koji Inui

An associate professor at the Graduate School of Economics at Kyoto University.

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For correspondence: inui@econ.kyoto-u.ac.jp

Lawrence Pohlman

The director of research at PanAgora Asset Management in Boston, MA.

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Abstract

Investment opportunities in the global fixed income markets over the past decade have changed significantly. In this article we study how the volatilities and correlations of the global fixed income markets have changed over the past decade.

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The Journal of Investing

Vol. 12, Issue 4

Winter 2003

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Impact of the Euro on Global Fixed-Income Portfolios