Breakdown in correlations leads to forex discrimination
The foreign exchange world in 2013 looks more disturbing than it did last year. G-3 implied currency volatility has risen sharply over recent months, breaking its relationship with the VIX ‘fear gauge’, largely due to the drop in the yen. Additionally, the trend of improved risk appetite that was conducive to lower FX volatility has come to an end. Events in Italy, Cyprus and the Korean peninsular, together with growth concerns based on weaker data in the US and China, stand in the way of any
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