Macro uncertainty as predictor of market volatility

Storm on the horizonA good explanation on the relationship between market and economic uncertainty from  Ralph Sueppel at Macrosynergy.

Stocks are priced as the discounted value of future factors. The variability of these cash-flow is insufficient to explain market volatility. Macro-economic uncertainty is actually a much better explanatory factor and predictor.

Macro economic uncertainty

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Written by Gontran de Quillacq

Gontran de Quillacq is an expert witness and a legal consultant. He is a recognized authority in options, trading, derivatives, structured products, portfolio management, hedge funds, mathematical finance, quantitative investment, strategy research and financial markets in general.

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