Thursday links: voluble volatility

21Dec06

James Hamilton at Econbrowser on what increasing Fed predictability has done to the term premium and long term interest rates.

Adam Warner at the Daily Options Report on the persistent case of implied volatilities being overpriced versus realized volatilities.

Speaking of volatility, Steven M. Sears at Barrons.com looks at using the VIX in the form of an oscillator.

Ticker Sense has some (oft requested) country P/E charts.

Michael Mackenzie at the FT.com notes a record low yield spread for emerging market bonds.

FT Alphaville on factors driving the Russian equity markets in 2007.

David Gaffen at MarketBeat with one view on liquidity and the prospects for a market correction.

Claudia H. Deutsch in the New York Times takes a look at what is going on with General Electric (GE) stock and its current portfolio of businesses.

CXO Advisory Group on research that looks at the hedging ability of gold.

Randall W. Forsyth at Barrons.com with the (ominous) observation that the discount on closed-end funds has dramatically narrowed.

All About Alpha on bring alpha-centric investing to the masses.

Barry Ritholtz at the Big Picture on the current state of the consumer.

Jay Walker at the Confused Capitalist has an investing Christmas wish list.

Tim Harford wrote earlier (and better) on the topic of the deadweight costs of Christmas. (via The Club for Growth)

Robert H. Frank in the New York Times with a look at the economic model underlying marriage.

The SNL digital short that everyone is talking about.

Thanks for checking in with Abnormal Returns. We appreciate your questions and comments.

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