Volatility

Category: Quant Insight

Volatility is very low but is picking up for bonds. As stocks recover from their recent pullback rates should start to climb again. Where that end will be instructive as to how the bond market sets itself up for the future.

Market volatility is an indicator of financial stress. Low or declining volatility environments may indicate favorable periods for equity investments, whereas rising volatility periods may favor sovereign debt and developed market currency exposure.

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