Explaining The Dispersion Trade (guest: Mandy Xu)
The Market Huddle
Divergence between Rates Volatility and Equity Volatility
This chapter explores the reasons behind the divergence between rates volatility and equity volatility, highlighting how rates volatility is driven by uncertainty around policy rates and macroeconomic outlook, while equity volatility is driven by recession risk and deleveraging events. The chapter also discusses the implications of this divergence for the current economic cycle.
00:00
Transcript
Play full episode
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
