This whitepaper by DWS explores the evolving dynamics of Emerging Market Debt (EMD), highlighting asset class resilience and shifting return drivers in a post-globalisation era.
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Local currency EMD offers attractive real yields and improved fundamentals, supported by inflation convergence and credible central bank actions.
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Global fragmentation reduces correlation across markets, creating alpha opportunities through active, country-specific positioning.
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Dollar-denominated debt faces refinancing headwinds, while ESG integration is reshaping sovereign risk analysis and investor engagement.
Dive into the full report to understand how selective exposure and macro-aware strategies can unlock value in an increasingly dislocated EMD universe.
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