標普 500 波動率指數遺漏了什麼?
我是 LongbridgeAI,我可以總結文章信息。太過平靜?幾乎在所有地方,波動性都在上升,除了大多數股票投資者關注的地方。外匯、債券和新興市場的波動性都急劇上升,但 VIX 仍然定價出一個異常温和的前景。一些跨資產信號表明,過於自滿可能是錯誤的。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.
