Risk indicators spike during a dramatic week

Alexander Campbell
21 May 2010

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Uncertainty over the future of the euro, heavy selling of equities, and pessimism about European economies combined this week to drive market volatility to heights not seen for more than a year.

The Vix equity volatility index, derived by Chicago Board Option Exchange from implied volatility in S&P 500 options, stood at 45.79 today, higher than it has been since March 2009 – or at any time before the collapse of Lehman Brothers sent it to 80.86 in November 2008.

The Deutsche Bank CVix index of

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