Tag: analysis

• Knee Jerk Vol & the Fed

  

    The Fed is now shrinking its balance sheet; they are no longer buying new securities as they mature. Below is a bit of analysis on if the Fed’s recent activities in shrinking its balance sheet is the cause of the recent rise in volatility. Quick note: Data is at a weekly tenor, from Jan.…

  Thomas Schleusener

  April 6, 2018

  Markets, Non-Fiction

  analysis, balance sheet, bonds, fed, federal reserve, Futures, interest rates, Jerome Powell, powell, rates, regression, shrinking, treasuries, Treasurys, vol, volatility, Yellen