Sentences with phrase «vol regime»

Today's realized levels of volatility stand at historically low levels — even for a low - vol regime such as the one we see persisting today.
Our economic regime model indicates we are in a low macro vol regime — and one we believe has staying power.
We do not expect a return to the ultra-calm conditions, nor do we believe this episode represents a shift out of the low - vol regime.
Today's realized levels of volatility stand at historically low levels — even for a low - vol regime such as the one we see persisting today.
We believe the low - vol regime can endure amid the stable economic backdrop.
But we see few triggers that could shock markets out of their low - vol regime reinforced by steady growth.
Market volatility (vol) has been testing lows, but low - vol regimes are the historical norm, not the exception, we find.
Steady - above trend global growth is supportive of low - vol regimes, yet we see the potential for greater macroeconomic uncertainty — and volatility.

Not exact matches

Giovinetto, M., E.S. Robinson, and C.W. Swithinbank, The regime of the western part of the Ross Ice Shelf drainage system, Journal of Glaciology, Vol.
We've made the argument previously that volatility tends to trade in «regimes» of low - vol, mid-vol, and high vol.
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