17.04.2018 • 13:00 GMT
Why Doesn't VIX Equity Volatility Spill Over to FX?
• The equity-based VIX exploded through the first quarter as extreme inactivity led to a normalization to the same extreme extent
• While there was some measure or activity pick up in FX markets, the disparity in itensity and consistency to VIX has been profound
• Key catalysts such as political risks are good for black-and-white readings of risk-reward, but more complicated for FX