Volatility retreats after ECB tapering excitement dies down
Equity volatility has threatened a comeback in the past week as markets prepared for the European Central Bank meeting on Thursday. But after the ECB performed within market expectations, announcing a 50% reduction in its bond buying programme, fear gauges settled down once again.
The Vix, which measures the implied volatility of options on the S&P 500, picked up to 13% on Wednesday, but has since retreated to 11%. While still low, this does break its recent trend of staying just above 10%.The European equity fear gauge based on the ...
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