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Yen Volatility

I was reading a blog entry by “Macro-Man” (http://macro-man.blogspot.com/2009/04/whats-up-with-yen-vols-other-than-yen.html) who noticed that despite the Yen being super strong, Yen volatility was relatively flat over the past few weeks: Because equity traders watch the yen, when volatility is coming off of the yen market, the appetite for risk is increasing, and the equity markets should mirror [...]

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