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Related: Editorials & Other Articles, Issue Forums, Alliance Forums, Region ForumsJP Morgan's Volfefe index
PUBLISHED 3 HOURS AGO
UPDATED 2 HOURS AGO
Emma Newburger
... In an attempt to quantify the impact of Trumps tweets on the bond market, J.P. Morgan devised a Volfefe Index to analyze how the presidents tweets are influencing volatility in U.S. interest rates.
J.P. Morgan found that the index .. explains a measurable fraction of the moves in implied rate volatility for 2-year and 5-year Treasurys.
This makes rough sense as much of the presidents tweets have been focused on the Federal Reserve, and as trade tensions are broadly seen as, first and foremost, impactful on near-term economic performance and, likewise, the Feds reaction to such developments, wrote the authors of the J.P. Morgan report ...
https://www.cnbc.com/2019/09/08/donald-trump-is-tweeting-more-and-its-impacting-the-bond-market.html
I wonder who is the White House profits from the tweets
dweller
(23,561 posts)of volatility + covfefe ?
🤔
✌🏼
Control-Z
(15,681 posts)RainCaster
(10,679 posts)What else do you call it?