Sounding Board: Is low volatility a harbinger of doom or business as usual?
At an index level, equity volatility in developed markets has reached record lows in 2017. In the U.S. options market, the Chicago Board Options Exchange volatility index, also known as the VIX index, has averaged slightly less than 12 per cent, compared to an average of more than 19 per cent since the financial crisis. Given the common […]
- October 24, 2017 September 13, 2019
- 08:40