All Options Considered: Bond Volatility, USD/JPY, Gas Tail Risk
Cross-asset volatility has declined over summer even though the path of resistance for yields has been higher. In this edition of the All Options Considered podcast, BI’s Chief Global Derivatives...
By Inigo Imaz Blanco · Bloomberg
Cross-asset volatility has declined over summer even though the path of resistance for yields has been higher. In this edition of the All Options Considered podcast, BI’s Chief Global Derivatives Strategist Tanvir Sandhu gives an update on macro dynamics, bond market volatility, the yen, S&P 500 dispersion strategies and the fat tails in gas prices.