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Model Insight - Malaysia Fixed Income Model - September 2014
Sep 30, 2014
This Model Insight describes the new Barra Malaysia Fixed Income Model, which offers clients an enhanced view of the risk of ringgit-denominated bonds. We have re-estimated the sovereign and swap spread models using improved data sources. Backtests from 2007 to 2014 demonstrate the improved explanatory and forecasting power of the new model.
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Research authors
- Andrew DeMond, Managing Director, MSCI Research
- Chenlu Zhou, Executive Director, MSCI Research
- Jason Kremer