Risk Monitoring
Introducing the GLP Global Stability Index (c) The Index Shows Moderate Volatility Ahead
This Week I want to introduce a new financial stability indicator, the GLP Global Financial Stability Index©. The index is based on the returns of global assets, the spread between junk bonds and 10 year treasuries, and the yield curve. There were 17 assets/variables in total. In addition, I provide a three month forecast. Since…
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