The document contains graphs and tables analyzing the implied correlation and volatility spreads between EURZAR, USDZAR, and EURUSD from 2007 to 2017. It includes data on 6-month and 1-year implied correlations, as well as 1-year implied volatility spreads. The analysis is sourced from Deutsche Bank and Bloomberg Finance L.P.
doj/DataSet10/EFTA01387898.pdf
{"title":"EURZAR-USDZAR Implied Correlation and Volatility Analysis","key_people":["Martin Zeman"],"document_type":"tabular","key_locations":["New York, NY, USA"],"document_subtype":"financial analysis","key_organizations":["Deutsche Bank","Bloomberg Finance L.P."]}