How to measure market volatility forex 360


How to measure market volatility forex 360


Volatility is critical to risk measurement. Generally, volatility refers to standard deviation, which is a dispersion measure. Greater dispersion implies greater risk, which implies higher odds of price erosion or portfolio loss - this is key information for any investor. Volatility is also a key input in parametric value at risk (VAR), where portfolio exposure is a function of volatility. This sensitivity rose during the latter period in the sample, suggesting greater integration of Asian financial markets with global markets.

Long-run forex volatility declined as Asian economies settled down with generally stronger fundamentals in the post-crisis period to more flexible regimes along with a generally lower level of mature market meashre.




How to volatility 360 market forex measure

How to measure market volatility forex 360

How to measure market volatility forex 360



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