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OTCRIDER

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OTCRIDER

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Sunday, 11/01/2015 6:46:28 PM

Sunday, November 01, 2015 6:46:28 PM

Post# of 39190
High Yield Index and the VIX: Aug 1998 through July 2013

Source: Bloomberg, using the Barclays High Yield Index and the VIX: Aug 1998 through July 2013
https://blog.principal.com/wp-content/uploads/2013/08/VIX-and-HY-Spreads.jpg

From the desk of risk: How to Hedge Tail Risk Efficiently
http://blog.principal.com/2013/08/06/from-the-desk-of-risk-how-to-hedge-tail-risk-efficiently/
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