EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
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Correlations between <strong>Asia</strong>n Option-<br />
Implied Indices and VIX<br />
VNKY Index<br />
(Japan)<br />
VKOSPI Index<br />
(Korea)<br />
VHSI Index<br />
(Hong Kong)<br />
VIX Index<br />
(US)<br />
VNKY Index 100.00% 83.30% 87.82% 89.99%<br />
VKOSPI Index 100.00% 81.18% 84.49%<br />
VHSI Index 100.00% 86.09%<br />
VIX Index 100.00%<br />
• The correlations are calculated from 03-Jan-2003<br />
to 03-Jan-2012.<br />
• The correlation with VIX is quite high and also in<br />
between the <strong>Asia</strong>n indices.
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