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struggle4progress

(118,274 posts)
Sun Sep 8, 2019, 05:34 PM Sep 2019

JP Morgan's Volfefe index

PUBLISHED 3 HOURS AGO
UPDATED 2 HOURS AGO
Emma Newburger

... In an attempt to quantify the impact of Trump’s tweets on the bond market, J.P. Morgan devised a “Volfefe Index” to analyze how the president’s tweets are influencing volatility in U.S. interest rates.

J.P. Morgan found that the index .. explains a measurable fraction of the moves in implied rate volatility for 2-year and 5-year Treasurys.

“This makes rough sense as much of the president’s tweets have been focused on the Federal Reserve, and as trade tensions are broadly seen as, first and foremost, impactful on near-term economic performance and, likewise, the Fed’s reaction to such developments,” wrote the authors of the J.P. Morgan report ...

https://www.cnbc.com/2019/09/08/donald-trump-is-tweeting-more-and-its-impacting-the-bond-market.html

I wonder who is the White House profits from the tweets

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JP Morgan's Volfefe index (Original Post) struggle4progress Sep 2019 OP
a mashup dweller Sep 2019 #1
I'm assuming it is. eom Control-Z Sep 2019 #3
A measure of corruption index and Satanic Evil Factor RainCaster Sep 2019 #2
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