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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
15 Nov 2018 マーケットアウトルック Unprecedented Amount of Baa-Grade Bonds Menaces the Credit Outlook (Capital Markets Research)
15 Nov 2018 マーケットアウトルック Cross-Sector: Market Data Highlights
12 Nov 2018 セクターインサイト Navigating Choppy Markets: Safety-First Equity Strategies Based on Credit Risk Signals
08 Nov 2018 マーケットアウトルック Gridlock Stills Fiscal Policy and Elevates Fed Policy (Capital Markets Research)
08 Nov 2018 マーケットアウトルック Operating Lease and Pension Interest Rates – October 2018
08 Nov 2018 マーケットアウトルック Cross-Sector: Market Data Highlights
01 Nov 2018 マーケットアウトルック Net Stock Buybacks and Net Borrowing Have Yet to Alarm (Capital Markets Research)
01 Nov 2018 マーケットアウトルック Cross-Sector: Market Data Highlights
25 Oct 2018 マーケットアウトルック Financial Liquidity Withstands Equity Volatility for Now (Capital Markets Research)
25 Oct 2018 マーケットアウトルック Cross-Sector: Market Data Highlights
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