The document discusses the strategy of buying 6-month EUR/EM-USD/EM volatility spreads and selling EUR against TRY, MXN, and INR. It highlights the shift of the euro as a 'risk off' currency and the implications of 'Euroglut' outflows. The document also analyzes the correlation between EUR/USD and equities, and the volatility premiums in EUR/EM versus USD/EM.
documents/vol00010-efta01459711-pdf.pdf
{"title":"FX Blueprint: Forever Young","document_date":"2016-01-12","document_type":"financial","key_organizations":["Deutsche Bank"]}