Credit volatility inverts on central banks' soft signals

GLOBALCAPITAL INTERNATIONAL LIMITED, a company

incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement

Credit volatility inverts on central banks' soft signals

correlation px230 x 150 for gc

Credit index options prices have fallen so far following recent central bank moves that implied volatility measures are below trailing measures of realised volatility for the first time in four years.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request a Free Trial or Login

Related articles

Gift this article