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The Week Ahead w/ Liz, Guy & Dan + All Things Vol w/ Kris Sidial

RiskReversal Pod

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How Do Bond Market Volatility Impact Equity Volatilities?

In 2022, we saw a completely different relationship that you've seen historically from rates volatility and equity volatility. Usually they would move in tandem. You didn't see that. There was this big dispersion that existed between the two. So I think the important thing for investors when they're looking at the whole landscape of financial markets is understanding that, okay, rates volatility is moving,. effects volatility is moving, and equity volatility is dead. If this continues, we'll figure out who's lying.

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