Revisiting The Hierarchy Of Vulnerability (Again)

Revisiting The Hierarchy Of Vulnerability (Again)

On Monday evening, we took up the vol. spillover discussion again, once again reiterating the extent to which contagion to assets outside of equities has not transpired in any meaningful way. Notably, the reset higher in equity volatility in 2018 has been to a certain extent a U.S.-centric phenomenon for a variety of reasons outlined in the post linked above. The consensus seems to be that at least in the near- to medium-term, this setup is unlikely to change and while there's considerable
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