Credit spreads could get tighter in this liquidity-driven rally, but history has shown that the potential for widening from here is much greater.
Rational immigration policy, not rate cuts, is the way to avoid recession.
Beijing is preparing for a protracted standoff as the U.S.-China trade war ramps up.
Our Recession Probability Model and Recession Dashboard suggest the recession could come as early as first half of 2020 but may not be as severe as past recessions.
To achieve long-term prosperity, rational immigration policy must become a priority.
Shortening duration, maintaining an investment-grade portfolio, and generating attractive yields do not have to be competing investment objectives for core fixed-income investors.
High-yield corporate bond spreads and bank loan discount margins typically widen when the Fed is lowering interest rates.
Anne Walsh, Chief Investment Officer for Fixed Income, shares insights on the fixed-income market and explains the Guggenheim approach to solving the Core Conundrum.
Portfolio Manager Adam Bloch and Matt Bush, a Director in the Macroeconomic and Investment Research Group, share insights from the third quarter 2019 Fixed-Income Outlook.
The U.S. economy is strong, but soft inflation and downside risks to growth prompted the first Fed rate cut since 2008.
Selected charts from our First Quarter Fixed-Income Outlook illustrate why we believe late-cycle drama is unfolding.
Explaining the structure and investor-friendly features of collateralized loan obligations (CLOs), an often misunderstood sector of structured credit.
A framework for transitioning sustainable investing to an institutional asset class.
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