BIS report notes low volatility
Low volatility in FX was consistent with broad downward trends in volatility across all financial markets in 2006. However, the report noted a change in tide during May and June last year, where both implied and realised volatility rose briefly in the USD/JPY and EUR/JPY markets.
Emerging market currencies including the Brazilian real and the South African rand experienced a pronounced spike in volatility during May and June 2006, at which point volatility also increased to a lesser extent for
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