Vix
From Vix to VStoxx: decoupling volatility
Original headline:
Flows into volatility-based structured products and exchange-traded funds have been greatest in the US, though even European investors have tended to use the Vix index to access volatility. But higher...
Original headline:
Brisk development of the equity derivatives market in Asia is opening the door to further developments in structured products, according to a research report released in the last quarter of 2011 by EDHEC-Risk...
Original headline:
The potential for another systemic meltdown is a clear and present danger given the precarious state of eurozone public finances plus global debt and credit imbalances. But Asian investors are not rushing...
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More Vix articles
Quant Congress Europe: Quants urged to ditch equilibrium models
Published online only
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Asian investors review structured products strategies after losses
Original headline:
The collapse of equity prices since April in some large structured products markets such as South Korea has left investors facing substantial mark-to-market losses, and the prospect of being cash-locked for several years. But risk appetite remains robust...
Volatility of volatility spike drives options liquidity squeeze
Original headline:
Options market metrics suggest dealers have navigated volatility surge without serious pain - but the market did experience a brief liquidity squeeze
Risk interdealer rankings 2011: Dealers
Published online only
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche...
Termination of iPath volatility ETN 'likely to be repeated' in latest...
Published online only
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions change
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