危机征兆!全球市场“压力指数”逼近去年4月“关税冲击”水平

华尔街见闻
Mar 14

中东局势持续升级推动全球市场压力骤增,美银跨市场风险指标升至0.79,逼近去年4月所谓“对等关税”的0.89峰值。追踪债券预期波动率的MOVE指数飙升至去年6月以来最高水平,油价波动率本周更一度触及2020年的历史高位,追踪垃圾债波动率则从今年1月水平几乎翻了三倍。中东局势重塑全球资产格局,市场压力急升至去年“关税冲击”水平。3月12日,美银衡量全球期权市场隐含波动率的跨市场风险指标已升至0.79...

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