Euro, Stocks and Volatility

The relationship between the euro, volatility and the S&P 500 is far from stable. In light of recent developments, it may be helpful to update our analysis. 1. The implied 3-month euro volatility has increased from the 5-year lows seen in the middle of last November near 6.4% to move above 9.0% a…

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Euro, Stocks and Volatility

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