S&P/JPX JGB VIX started the month off with a jolt from Bank of Japan (BoJ) Governor Haruhiko Kuroda’s comments regarding a possible exit from current monetary policy in fiscal year 2019.
The JGB VIX Newsletter is a monthly series of market commentary on Japanese markets and monetary policy through the lens of JGB volatility.
This applied methodology paper introduces an intuitive framework for constructing robust market timing signals based on implied volatility indices with a focus on downside avoidance.
S&P/JPX JGB VIX kicked off the month with a muted tone as the Bank of Japan (BoJ) performed an unlimited fixed rate buying operation on February 2nd to reverse the trend of rising longer-dated yields.
S&P/JPX JGB VIX jumped higher intra-month on the back of a surprise reduction by the Bank of Japan (BoJ) to their regular long-dated JGB buying operations.