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EPFR Papers: China Evergrande – Fixed on its fate
EPFR Papers: China Evergrande – Fixed on its fate

The fate of China’s Evergrande, the second-largest developer in China by sales, could have a knock-on effect on China’s real estate sector and the international markets, in what doomsayers have warned could well be another Lehman moment for financial markets.

Quants Corner: Is volatility coming out of the doldrums?
Quants Corner: Is volatility coming out of the doldrums?

It feels like a long time, but it was only three years ago when the VIX index, the benchmark for measuring market volatility, hit an all-time intraday low of 8.56. Although CBOE noted that it was a glitch, and November 27, 2017, ended with the VIX well above 9, it highlighted the degree to which volatility had gone AWOL.