您当前的位置:牛牛财经 > 外汇

低波动难以持久?为什么说市场将迎来“风暴”!?

2019-04-15     牛牛财经   来源:FX168
文章摘要:FX168财经报社(香港)讯 据彭博报道,摩根士丹利认为,低流动性和投资者自满情绪的并存,意味着跨资产波动率不会在历史低位停留太久。 “有两大因素显示,当前的波动率水平存在问题或不可持续,”该行跨资产策略师Andrew Sheets上周五接受采访时说。 She….

FX168财caijingbaoshe(香xianggang)讯xunjupengbobaodao摩根士丹利renwei,低diliudongxinghetouzizhezimanqingxudebingcun,意yiweizhuokuazichanbodonglvbuhuizailishidiweitingliutaijiu

“有youliangdayinsuxianshi,当dangqiandebodonglvshuipingcunzaiwentihuobukechixu,”该gaixingkuazichancelueshiAndrew Sheets上shangzhouwujieshoucai访fangshishuo

Sheets还huanbiaoshi,“首shouxian,市shichangliudongxingrengranbujia。其qici,我wobuquedingshichangxinchuxiandeleguanqingxuduiyuzichanjiagezoushiyouyigehelidetuiduan。”

zaiquanqiuyangxingzhuanxianggepai、中zhongguojiadajingjicijiliduyijimaoyijinzhangjushihuanhedebeijingxia,货huobi、债zhaiquanheqitazichanleibiedejiagebodongdafuxiahua

jinnianzhijiageqiquanjiaoyisuobodonglvzhishu(VIX)下xiadiechaoguo50%,美meiguoyinxinghengliangmeiguoguozhaibodonglvdeMOVE指zhishuzhengmaixianglishididian

(图tupianlaiyuan:彭pengbo、摩mogendatong、美meiguoyinxing、芝zhijiageqiquanjiaoyisuo)

Sheets认renwei,过guoqushinianjianjinrongshichangguimodezengchangyuyinxingchengdanfengxiannenglizhijiandetuojiekenenghuijiajuchuxianderenheshichangpaoshou

tabiaoshi,市shichangcanyuzhedezimanqingxu--把ba美联储anbingbudongyudibodonglvhuadenghao--也yeshiyigewenti,他tamenhenkuaijiuhuibeidafududejiagebodongdagecuoshoubuji

“如ruguomeilianchubaochigepai、数shujuehua,波bodonglvjianghuishenggao,”他tazhichu

“如ruguoshujuhuinuan,而eryangxingmianduishujudegaishanrengbiaoshibuhuishoujinhuobizhengce,不buhuicijigengduomaoxianxingweima?那natongyanghuidaozhishichangbodonglvdeshenggao。”

yixiecelueshiyeduidiliudongxingdeyingxiangbiaoshidanyou

gaoshengjituandeJohn Marshall和heRocky Fishman去qunian12月yuefenzengjinggaojiaoyiliangheshichangshenduxiajiangdefengxian。摩mogendatongdeMarko Kolanovic本benyuezeduibodongxingheliudongxingzhijiandefufankuixunhuanxiaoyingbiaoshidanyou

Sheets指zhichu,投touzizhekenengyijingyangchengliaopaoshoubodonglvdexiguan,或huoxuhuilingyixiebodonglvzhibiaojinyibuxiajiang

celueshimenrenwei,对duiyunaxierenweishichangdibodongqikeyizimanxiedaidereneryan,2007年nianshiyigehenhaodejingshi--那nayinianshouyilvqu线xiantongyangfeichangpingtan、隐yinhanbodonglvdi

“投touzizheduidangqianshikuangdejieshishi,美meilianchuyijingtingzhijiaxi,现xianzaijiangbaochizhengcewendingyiduanshijian,而erjingjiyouyoudianerpiruan,”他tashuo。“但danshishibingfeiwanquanruci。”

收集整理:牛牛财经网
本文地址:https://fx.nncj.com/a/22531
共有条评论发表评论
验证码:
推荐阅读