VIX-Yield Curve: At the Door of High Volatility?

VIX-Yield Curve: At the Door of High Volatility?

By Erik Norland, Senior Economist, CME Group

Highlights

  • VIX-yield curve charts show four stages before an economic downturn
  • The telltale signs were present during the tech bubble, Great Recession
  • U.S. currently in the mid-to-late stage of that economic cycle
  • Further Fed tightening could eventually lead to a surge in volatility
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