Tag Archives: Emerging Market Bonds
Tracking the Emerging Market Yield Landscape with Indices
The iBoxx USD Emerging Markets Broad Overall Indices represent the most comprehensive fixed income hard currency snapshot of the market due to their broad methodology construction. Join S&P DJI’s Anu Ganti and Cboe’s Mandy Xu as they explore why emerging market bonds are coming back into focus for some yield seekers and how these new…
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Anu Ganti, corporate bonds, covered bonds, derivatives, emerging markets, fixed income, futures, iBoxx, iBoxx USD Emerging Markets Broad Corporates Index, iBoxx USD Emerging Markets Broad Overall Indices, iBoxx USD Emerging Markets Broad Sovereigns & Sub-Sovereigns Index, iBoxx USD Liquid Emerging Markets Sovereigns & Sub-Sovereigns Index, sovereign bonds, sub-sovereign bonds
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- Anu Ganti, corporate bonds, covered bonds, derivatives, emerging markets, fixed income, futures, iBoxx, iBoxx USD Emerging Markets Broad Corporates Index, iBoxx USD Emerging Markets Broad Overall Indices, iBoxx USD Emerging Markets Broad Sovereigns & Sub-Sovereigns Index, iBoxx USD Liquid Emerging Markets Sovereigns & Sub-Sovereigns Index, sovereign bonds, sub-sovereign bonds
Impact of Term Structure on VIX® Futures Correlation with Bond Sectors
Recently my colleague wrote about the correlation between VIX (spot and futures) and two credit sectors (high-yield and emerging market bonds). The blog shows that VIX futures exhibit stronger negative correlation than VIX spot and that this stronger negative correlation of bonds to VIX futures than to VIX spot comes mostly from down markets. In…
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Correlation Analysis of VIX® and High Yield and Emerging Market Bonds
The CBOE Volatility Index® (VIX) measures the implied volatility of the S&P 500® over a 30-day period. It is widely followed by market participants across asset classes to gauge market sentiment. Traditionally, fixed income market participants have incorporated it into macro analysis. Can VIX-related products be used as hedging tools for some bond sectors that…
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