The document provides a statistical analysis of the relationship between Skew (y-axis) and ATM volatility (x-axis) over a period from September 24, 2013, to September 24, 2014. It includes a scatter plot with a regression line and a table of regression statistics. Additionally, it discusses renewed interest in Japanese equities in light of potential pension fund re-allocations and economic policies.
documents/vol00010-efta01462252-pdf.pdf
{"title":"Skew vs ATM Volatility Analysis","key_people":["Abe administration"],"document_date":"2014-09-24","document_type":"tabular","key_locations":["Japan"],"document_subtype":"statistical analysis","key_organizations":["Bloomberg"],"reference_numbers":["DB-SDNY-0124715","SDNY_GM_00270899","EFTA01462252"]}