Showing posts with label decoupling. Show all posts
Showing posts with label decoupling. Show all posts
Sunday, May 27, 2012

Is the rise in US consumer confidence another sign of decoupling?

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Friday we saw more evidence of a potential divergence between the US and the EU economic trends (see this post by Cullen Roche  for more o...
Monday, April 23, 2012

German decoupling may have been wishful thinking

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The concept of German decoupling  from the Eurozone recession may have been wishful thinking. The latest German Manufacturing Purchasing M...
Monday, January 30, 2012

Can Germany decouple from Eurozone's "double-dip" recession?

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Source: TheLocal Staying on the topic of sentiment indicators, let's now turn to Europe for a quick look at Germany and the Europe...
Friday, December 23, 2011

VIX vs. VDAX - partial risk "decoupling"

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VDAX is the Deutsche Börse's (German stock exchange) equivalent of the VIX implied volatility index. Given the current conditions in ...
Tuesday, December 13, 2011

The steepening vol curve and more risk decoupling

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Implied volatility continues to sell off, with VIX down 10% (of vol, not points) month to date. The sell-off is particularly strong for s...
Monday, December 12, 2011

VIX and EUR swap spreads - two diverging risk indicators

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Euro swap spreads have moved up materially today with the 2-year spread rising 6bp to 113bp - near recent highs. That is clearly an indic...
Wednesday, November 16, 2011

Brent and WTI - Going Separate Ways

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Crude oil continues to march higher with WTI going to $102. Given the European backdrop, it's not clear what is driving this move. ...