Low volatility may not last, says BIS report

Low levels of asset price volatility owe much to structural changes in the market, but a slower economy could still push volatility up again, according to a Bank for International Settlements (BIS) report published this month.

The last couple of years have seen unusually low volatility in stock prices, interest rates and corporate credit spreads, with short-term interest rates hitting 20-year lows.

According to the BIS's volatility study group, led by Bank of Italy researcher Fabio Panetta, the

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