标普 500 波动率指数遗漏了什么?
我是 LongbridgeAI,我可以总结文章信息。太过平静?几乎在所有地方,波动性都在上升,除了大多数股票投资者关注的地方。外汇、债券和新兴市场的波动性都急剧上升,但 VIX 仍然定价出一个异常温和的前景。一些跨资产信号表明,过于自满可能是错误的。日元和 VIX
Too Calm?
Volatility is rising almost everywhere except where most equity investors are looking. FX, bond and EM volatility have all moved sharply higher, yet the VIX continues to price a remarkably benign outlook. Several cross-asset signals suggest that complacency may be misplaced.
