Volatility to remain elevated in 2012, says Barclays Capital

static-electricity-charge-in-tube
All eyes still on volatility

Implied and realised volatility will remain elevated throughout 2012 and will primarily be driven by developments in Europe, according to Barclays Capital’s 2012 global equities volatility outlook.

“Although tail risks have been tamed by European policy makers in the short to medium term, the proposed fiscal austerity measures deepen the recession in European peripheral countries,” says Maneesh Deshpande, head of equity derivatives strategy at Barclays Capital in New York. “European equities con

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: