Rate Volatilities Catch Up With Equity as Riskoff Takes Hold: Analysis
Volatility climbs as markets reprice central bank policies.
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Volatility in rates options market is finally moving in tandem with equities after staying relatively subdued in the beginning of this year even amid liftoff in VIX, Bloomberg strategist Tanvir Sandhu writes.
At the heart of it all is the resurfacing of U.S. recession talk and heightening of global disinflationary concerns as financial markets turbulence rises in face of China slowdown while oil prices slide.