Currency Market volatility
The forex market is often referred to as volatile and although currency prices change extremely fast, they do not have the erratic price movements that are normally associated with volatility.
This chapter discusses the four different volatilities: future volatility, historical volatility, forecast volatility, and implied volatility.
Calculating the dispersion of exchange rate changes around the mean, expressed in terms of daily, weekly, monthly or annual standard deviations
- AUD/JPY. The most volatile currency pair in 2023 is AUD/JPY. ...
- NZD/JPY. This highly liquid minor forex pair represents the exchange rate of the New Zealand dollar against the Japanese yen. ...
- GBP/EUR. ...
- CAD/JPY. ...
- GBP/AUD. ...
- USD/ZAR. ...
- USD/KRW. ...
- USD/BRL.
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