Volatility to remain elevated in 2012, says Barclays Capital

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

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