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Tag Archives: VIX
12 Questions About the Economy
The following are my answers to a number of questions posed in a “Market Views” forum a few weeks ago. While we have had fresh data recently, the answers to the questions have not changed. 1. The Duke-CFO Survey was … Continue reading
Deconstructing Vol
The VIX is hovering around 70%. This is an annualized volatility. Bringing it to a daily level, volatility would be about 4.5%. Hence, the VIX is telling us that market moves of up to +/- 9% should not be unexpected. … Continue reading
Posted in Finance
Tagged Cam Harvey, Credit crisis, Financial Crisis '08, Knightian uncertainty, market volatility, Overreaction, VIX
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