Utilizing a European volatility index for Pan-European volatility

In past articles, I’ve discussed the negative correlation between the VSTOXX® Volatility index and the EURO STOXX 50® Index and how the volatility index tends to rally when equities decline (downside volatility). The recent passing of the Brexit vote on 23 June 2016 introduced immediate uncertainty and downside volatility to the global capital markets. The…...

The full article is available to active NIBA members only.

Please login or sign up to read the rest.
Log In Register