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The Capital Markets Research Group provides data and research on credit and equity market signals of default risk and credit direction. Published research focuses on the analysis of market signals on entities and sectors, as well as on signal interpretation and model analysis utilizing Moody’s Analytics tools such as Market Implied Ratings and Expected Default Frequencies. At the macro level the group also publishes economic and credit markets data and analysis.


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  日付ドキュメント・タイプ タイトル 発行体
17 Jan 2019 マーケットアウトルック Baa-Grade Credits Dominate U.S. Investment-Grade Rating Revisions (Capital Markets Research)
17 Jan 2019 マーケットアウトルック Cross-Sector: Market Data Highlights
10 Jan 2019 マーケットアウトルック Upper-Tier Ba Rating Comprises Nearly Half of Outstanding High-Yield Bonds (Capital Markets Research)
10 Jan 2019 マーケットアウトルック Cross-Sector: Market Data Highlights
08 Jan 2019 マーケットアウトルック Operating Lease and Pension Interest Rates - December 2018
03 Jan 2019 マーケットアウトルック Stabilization of Equities and Corporates Requires Treasury Bond Rally (Capital Markets Research)
03 Jan 2019 マーケットアウトルック Cross-Sector: Market Data Highlights
20 Dec 2018 マーケットアウトルック High Leverage Will Help Set Benchmark Interest Rates (Capital Markets Research)
20 Dec 2018 マーケットアウトルック Cross-Sector: Market Data Highlights
13 Dec 2018 マーケットアウトルック Medium-Grade’s Worry Differs from High-Yield’s Complacency (Capital Markets Research)
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