Showing posts with label Volatility. Show all posts
Showing posts with label Volatility. Show all posts
Thursday, September 17, 2020

17/9/20: Exploding errors: COVID19 and VUCA world of economic growth forecasts

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  Just as I covered the latest changes in Eurozone growth indicators ( https://trueeconomics.blogspot.com/2020/09/17920-eurocoin-leading-gro...
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...
Tuesday, February 27, 2018

27/2/18: Volatility & Uncertainty are Back with a Bang

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My recent article on markets volatility for the Sunday Business Post   https://www.businesspost.ie/business/volatility-uncertainty-back-ba...
Saturday, July 29, 2017

28/7/17: Risk, Uncertainty and Markets

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I have warned about the asymmetric relationship between markets volatility and leverage inherent in lower volatility targeting strategies,...
Thursday, July 20, 2017

20/7/17: U.S. Institutions: the Less Liberal, the More Trusted

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In my recent working paper (see http://trueeconomics.blogspot.com/2017/06/27617-millennials-support-for-liberal.html) I presented some evi...
Tuesday, June 27, 2017

27/6/17: Millennials’ Support for Liberal Democracy is Failing

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New paper is now available at SSRN: "Millennials’ Support for Liberal Democracy is Failing. An Investor Perspective" (June 27, 2...
Wednesday, June 7, 2017

7/6/17: Equity Markets Continue to Mis-price Policy Risks

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There has been some moderation in the overall levels of Economic Policy Uncertainty, globally, over the course of May. The decline was pri...
Tuesday, March 14, 2017

13/3/17: Bitcoin v Gold: Volatilities and Correlation

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On foot of the previous post, a reader asked me for some analysis of comparatives between Bitcoin volatility and Gold price volatility. It...
Sunday, March 12, 2017

12/3/17: Bitcoin Pop: Nothing too Dramatic by Historical Comparatives

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Few days back, I posted a quick note about the erroneous nature of Bitcoin-Gold comparatives . And yesterday, we had one of those events t...
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...
Sunday, January 1, 2012

1/1/2012: Groundhog Year 2012 - part 1

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In the tradition of looking back at the year passed, let's take a quick view of one of my favorite indicators for risk assets fundament...
Friday, September 9, 2011

09/09/2011: VIX - another blow out

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EU debt disaster and US own woes or just EU debt disaster, who knows, but VIX - that indicator of overall risk perceptions in the markets - ...
Monday, August 17, 2009

Economics 17/08/2009: US markets jitters

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US Markets: I've told you to be weary of the return of volatility. Chart below shows today's sudden- 17% jump in VIX volatility inde...
Thursday, January 1, 2009

Volatility falling?

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In a rare piece of good news VIX index measuring (albeit imperfectly) revealed risk assessments in the US markets, has fallen below 40 on th...