True Economics

True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage!

Showing posts with label Asset markets volatility. Show all posts

Wednesday, April 25, 2018

25/4/18: 90 years of Volatility: VIX & S&P

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A great chart from Goldman Sachs via @Schuldensuehner showing extreme events in markets volatility using overlay of VIX and realised volat...

Friday, April 28, 2017

28/4/17: The VUCA Markets

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My regular column with the Cayman Financial Review covering the current development of the risk-uncertainty frameworks in the markets is ...

Sunday, January 10, 2016

10/1/16: Crisis Contagion from Advanced Economies into BRIC

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New paper available: Gurdgiev, Constantin and Trueick, Barry, Crisis Contagion from Advanced Economies into Bric: Not as Simple as in th...

Thursday, March 7, 2013

7/3/2013: Are stocks more volatile in the long run?

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A recent paper by Lubos Pastor and Robert F. Stambaugh, titled Are Stocks Really Less Volatile in the Long Run? ( first published NBER Wor...

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TrueEconomics: This blog represents my personal views and is not reflective of the views or opinions held by any company, contractor, client or employer I work for currently or have worked for in the past. These views are not an endorsement to take any action in the markets or of any political position, figures or parties.

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