A Framework That Provides Clarity

During periods of “low visibility,” confusion reigns: for every indication of one trend, there seems to be a countertrend. The key is to glean from the collective wisdom of reliable leading indicators a clear signal that the economy is headed for a turn.

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Jul 07 2014

Managing Volatility Risk

Falling volatility in stock prices and other international assets has many investors feeling uneasy, as memories of low volatility on the eve of the Global Financial Crisis (GFC) engender a sense of déjà vu. With various volatility measures nearing pre-GFC or even record lows, there is increasing concern that the widespread declines in asset price volatility are disconnected from underlying economic fundamentals.

In this context, ECRI has completed an in-depth study about volatility in stock prices with respect to business cycles in key economies across the world. Our findings show surprising results that reinforce concerns about risk.

Related News & Events

US Future Inflation Gauge Rises

Bond Buyer June 6, 2014

With the USFIG reaching a 13-month high, underlying inflation pressures have begun to build. More