U.S. equity volatility is pricing in further financial distress and possibly a recession...
​We have argued for sometime that there seems to be a good enough set up for a regime shift in volatility across asset markets and predicted that elevated volatility episodes will become more frequent. Moreover, we argued that the environment would be more challenging for riskier assets and equities in particular, as equity volatility had been very muted relative to other asset classes, such as commodities and currencies, up until the summer of 2015.
The VIX, the CBOE SKEW index, as well as indicators based on the S&P 500 index’ point swings are currently pricing in a high probability of a period of financial distress or, even, an economic recession.
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.