Macro & Volatility™
Macro & Volatility™
Josh Silva and Michael Purves
Macro & Volatility™ #8: Skew & OATs, which one is "Out of Touch?"
10 minutes Posted Jun 25, 2024 at 8:09 pm.
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Josh and Michael discuss how FX volatility is not reflecting the same political concerns as French bonds, skew as a better indicator of risk than volatility in FX and how the VIX is low but the IV-RV spread is high in the US.