Seeking Alpha

morph366 » Comments » AFL

  • Lessons from the Volatility Shock of 2008 [View article]
    Geoff
    Thanks for bringing up Minsky as he is one of the few economists who understood the inherent instability of markets. My suspicion is that even he would have been surprised by the severity of this current crisis.
    Apr 16 11:14 am |Rating: +2 0 |Link to Comment
  • Lessons from the Volatility Shock of 2008 [View article]
    Some very interesting points raised.
    One query that I would have is when you suggest that we should expect "mean reversion" for volatility in coming years.
    It could be that the risk landscape has been permanently changed by the more widely recognized fragility of the financial system and its pre-disposition towards moments of scary illiquidity.
    While the magnitude of the "legacy" assets problem remains opaque I would doubt whether the VIX will return to the more subdued levels seen in the middle of this decade.
    Apr 16 04:27 am |Rating: +1 0 |Link to Comment
More on AFL by morph366
Comments by Ticker
AAPL, ABX, ACL, ACWI, ADE, ADRE, AEZ, AFF, AFL, AGG, AIB, AIG, AIG.PA, AKP, AMD, AMGN, AMZN, AN, AXA, AXP, AZ, AZO, BA, BAC, BBT, BCO, BCR, BCS, BGP, BGZ, BHI, BHP, BID, BIK, BIL, BK, BKF, BMY, BND, BNPQY.PK, BPT, BRCM, BRK.A, BRK.B, BRPIX, BTE, BWX, BX, C, CAF,
morph366 is a
Top 50 Commentor
664 comments
Rating: 1566 (2296 - 730 )