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EVI-Emerging Asia - EDHEC-Risk

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<strong>EVI</strong>-<strong>Emerging</strong> <strong>Asia</strong> vs INVIXN<br />

1.2<br />

1<br />

0.8<br />

<strong>EVI</strong>-<strong>Emerging</strong> <strong>Asia</strong><br />

INVIXN Index<br />

0.6<br />

0.4<br />

0.2<br />

0<br />

• Data for the option-implied volatility index in India is<br />

available since Nov-2007.<br />

• Visually, there is high correlation between the two<br />

indices since Nov-2007.

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