Inflation and S&P 500 6-Month Realised Volatility
Since 1987, the S&P 500 6-month realised volatility has been the lowest, when U.S. CPI growth has been in the 2 to 3 per cent range.
Image: Societe Generale Cross Asset Research
Since 1987, the S&P 500 6-month realised volatility has been the lowest, when U.S. CPI growth has been in the 2 to 3 per cent range.
Image: Societe Generale Cross Asset Research