Tag Archives: Correlations

European Equities Ripping Into 2015: Is It Just The ECB?

If there is one thing that the large stimulus programs enacted by central banks in the U.S., U.K. and Japan over the past few years have taught us, it is that they provide a whopping boost to equity markets in the short term.  Is that the only reason Europe is doing so well? The European Read more […]

Bumpy Roads Ahead in European Equities

Three things typify systemic equity crises. Firstly, volatility increases. Secondly, correlations rise. And lastly, the stock market falls. October was a difficult month for European equities. The S&P Europe 350 fell by over 3%, taking a day-to-day lead from Greek government bond prices, and with every sector and nearly every country posting a loss for Read more […]

If it ain’t broke, don’t VIX it

Within the last week, we’ve read about threats of another war in the Middle East, collapsing currencies across emerging markets, imminent rumblings of yet another Greek bailout.  As of this writing, there is one day left until the Fed’s much anticipated pronouncement on the “end” of QE.  Talk abounds of September being the worst month Read more […]