EFTA01436019Set 10
2017-12-016p894w
perform in the event of rising Italian election and Catalonia independence
concerns
Graphs
Graph 1: EURMXN-USDMXN implied correlation at highs
Graph 2: MXN vols elevated compared ... event of any Eurozone concerns such as the Italian election
Graphs
Graph 1: EURZAR-USDZAR implied correlation at highs
Graph 2: ZAR vols elevated compared to EURUSD
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436019.pdf