Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Rates Factors and Global Asset Allocation

Joshua Kothe, Harald Lohre and Carsten Rother
The Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
Joshua Kothe
is a portfolio management associate at Invesco Quantitative Strategies in Frankfurt/Main, Germany
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Harald Lohre
is a director of research at Invesco Quantitative Strategies in Frankfurt/Main, Germany, a fellow of the Centre for Endowment Asset Management (CEAM), Cambridge Judge Business School, University of Cambridge, UK, and a visiting research fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, UK
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Carsten Rother
is a research analyst at Invesco Quantitative Strategies in Frankfurt/Main, Germany and a doctoral student at the University of Hamburg, Germany
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Article Information

vol. 30 no. 3 6-25
DOI 
https://doi.org/10.3905/jfi.2020.1.098

Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online January 4, 2021.

Article Versions

  • Latest version (June 22, 2020 - 21:20).
  • You are viewing the most recent version of this article.
Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Joshua Kothe
    1. is a portfolio management associate at Invesco Quantitative Strategies in Frankfurt/Main, Germany. (joshua.kothe{at}invesco.com)
  2. Harald Lohre
    1. is a director of research at Invesco Quantitative Strategies in Frankfurt/Main, Germany, a fellow of the Centre for Endowment Asset Management (CEAM), Cambridge Judge Business School, University of Cambridge, UK, and a visiting research fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, UK. (harald.lohre{at}invesco.com)
  3. Carsten Rother
    1. is a research analyst at Invesco Quantitative Strategies in Frankfurt/Main, Germany and a doctoral student at the University of Hamburg, Germany. (carsten.rother{at}invesco.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
View Full Text
PreviousNext
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income: 30 (3)
The Journal of Fixed Income
Vol. 30, Issue 3
Winter 2021
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Fixed Income.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Rates Factors and Global Asset Allocation
(Your Name) has sent you a message from The Journal of Fixed Income
(Your Name) thought you would like to see the The Journal of Fixed Income web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Rates Factors and Global Asset Allocation
Joshua Kothe, Harald Lohre, Carsten Rother
The Journal of Fixed Income Dec 2020, 30 (3) 6-25; DOI: 10.3905/jfi.2020.1.098

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Rates Factors and Global Asset Allocation
Joshua Kothe, Harald Lohre, Carsten Rother
The Journal of Fixed Income Dec 2020, 30 (3) 6-25; DOI: 10.3905/jfi.2020.1.098
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • STYLE FACTORS IN GLOBAL GOVERNMENT RATES
    • RATES FACTORS AND GLOBAL ASSET ALLOCATIONS
    • CONCLUSION
    • ADDITIONAL READING
    • ACKNOWLEDGMENTS
    • APPENDIX
    • ENDNOTE
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • No citing articles found.
  • Google Scholar
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies