Volatility | September 14, 2017

Category: Quant Insight

Market volatility is still in parity across long and short-term horizons, but is still generally below long term averages. We think the absence of a large jump in volatility is supportive of riskier assets such as stocks and credit.

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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