The MacroTourist

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BOND VOL IS DIRT CHEAP AGAIN

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BOND VOL IS DIRT CHEAP AGAIN

And the 'tourist is buying some...

Kevin Muir
May 4, 2020
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BOND VOL IS DIRT CHEAP AGAIN

posts.themacrotourist.com

It’s hard to believe it was only a couple of months ago that fixed-income markets were so chaotic that the implied volatility levels for bonds, the MOVE Index, hit levels not seen since the Great Financial Crisis.

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