The relationship between the VIX and the spread between high yield bonds over 10-year treasuries is highly correlated (87% over the past 15 years).
sabato 13 agosto 2016
VIX And Junk Bond Spreads Are Out Of Whack
The relationship between the VIX and the spread between high yield bonds over 10-year treasuries is highly correlated (87% over the past 15 years).
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