The dollar's rally since Trump's surprise win in Tuesday's vote is causing turmoil in emerging markets, prompting Malaysia's central bank to say it may act
at times of extreme volatility, while India and Indonesia were said to have supported their currencies on Friday.
In addition, the crisis came
at a time of extreme volatility in global, European and national politics and has arguably contributed to accelerate some trends which were already starting to appear at the beginning of the century.
Not exact matches
Daniel and Moskowitz (2013) and Barroso and Santa - Clara (2014) show that
extreme volatility tends to be predictive
of subsequent momentum crashes and Granger et al. (2014) show how optionality imbedded in a rebalancing strategy is a
timing mechanism that can help generate a higher return and a higher Sharpe ratio, albeit
at a cost
of altering higher moments.
By reducing
volatility and potential losses, within your contract, the Market Stabilizer Option ® can provide a level
of comfort
at times when the market is unpredictable and protect your policy's cash value from
extreme fluctuations.