Short-term VIX options and VIX itself are starting this week on the upside... is risk contagion spreading from sovereign bonds to corporate?
![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEikyB1JHBNY3j-fkakXtRIDAoqAGg8ueiqJyMh7Mgw05W2WAQ46ZnoUjM7pwFiDpJ7jLOw6298L9YqYKKL9I9-K85B51rrJKCQu7TRCQ4SeWWqeEovHJy4zkUBqvsZLmMcT4yR68jo8UYSv/s280/Screen+shot+2010-06-28+at+22.54.11.png)
An interesting view
here.
Let's put this on record - I think we are now in 50:50 chance of a new recession - Euro area, UK and US, plus Japan. Time horizon - 6 months.
No comments:
Post a Comment