Posts Tagged ‘volatility forex.’
Correlation between interest rates and volatility, part 2
April 26th, 2010
We have begun to see in the past article the existing correlation between the interest rates of the market and the volatility. We try now to illustrate better this consideration asserting that usually in the moments in which there is an crescent difference between the interest rates between the nations, this has carried to a reduced volatility forex. (more...)