Revisiting the Behaviour of Credit and Volatility
Divergence in the joint behaviour of credit default swaps and volatility often gives an interesting insight into market expectation. Recently, we experienced another extreme divergence in Europe.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts