UAE Financial Markets Association >Research-Articles >FX Alpha 18 March 2014
 

FX Alpha 18 March 2014

The curious case of FX volatility

 

The curious case of FX volatility. We explain the evident dichotomy between G10 and EM
volatility profiles and argue that EM volatilities have reset to structurally higher levels. The question investors face is for how long G10 volatility will remain subdued.

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