Week End Blog – Wanted: Easy Monetary Policy
Didn’t you love the military parade in China? Not because of the military ‘gadgets’ that were showcased, but primarily because Chinese markets were closed for a couple of days. Some […]
Tag Archives: VIX
Week End Blog – with Sharks, Fertility Rates, Chinese Gravity , and… Greece
Last week I surrendered and dedicated most of my blog to Greece. Perhaps that was under the (unknowingly) naive assumption that Greece would have gone away by now. But, of […]
Three charts on stock markets & volatility
The relationship between stock market returns and volatility is negative. Common investor knowledge, I presume. Since the start of this millennium the correlation between weekly changes in the VIX index […]
The Problem with Volatility Investing
Volatility is back. And it has not gone unnoticed. As the VIX index spiked to above 25 for the first time since June 2012, US equities plunged 8% since the […]
Week End Blog – China’s dilemma, vanishing yields, and stock picker Yellen
This week was overshadowed by sad events in the Ukraine and the Middle-East. The phrase of ‘it’s all relative’ comes to mind. The events had their impact on financial markets. […]
Week End Blog – US inflation, the low volatility saga and Chinese house prices
Ms. Yellen took center stage this week as the Fed again trimmed its bond buying program. The Fed cut its estimate for this year’s US economic growth, after a dismal […]
Weekend End Blog – The ECB delivers, slowing BRICS and Missing Volatility
The ECB monetary policy meeting yesterday was the financial event of the year, so far. As expected the ECB lowered interest rates, including an introduction of a negative deposit facility […]
