Diverging risk gauges…Is equity volatility too bearish after all?
It seems that the aftermath of the Global Financial Crisis and the prolonged period of ultra accommodative monetary policy, as well as the use of unconventional monetary policy tools specifically, are cited as the main reasons for the breakup of traditional relations within financial markets. The latest market relation that has come under scrutiny and doubt is that between non-investment grade bond spreads and equity volatility, and, more specifically, their tendency to move in tandem.
The report explores the current decoupling between high yield spreads and equity volatility...
Iniohos Advisory Services is an independent investment research and consulting house, founded by investment professionals with long and in-depth experience in global financial markets.
Iniohos Advisory Services aims to provide top-end investment solutions to High Net Worth Individuals and institutional investors, ranging from proactive investment research to tailor made financial and risk modelling.
Our research covers the areas of investment and macroeconomic research, investment strategy and asset allocation, financial modelling and risk management.
Unfortunately, this report is not available for the investor type or country you selected.
Browse all ResearchPool reportsReport is subscription only.
Thank you, your report is ready.
Thank you, your report is ready.