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Asymmetric Volatility |
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Asymmetric volatility Phenomenon that volatility is higher in down markets than in up markets. Asymmetric Volatility A situation in which the volatility of a security is higher when the broader market is performing poorly than when it is performing well. Experts disagree on what causes asymmetric volatility, but factors such as leverage and panic are often cited. The fact that asymmetric volatility exists is important to hedging strategies and option pricing models. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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