EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
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.