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5 years ago
RPT-Implied volatility on EuroSTOXX 50 falls on Obama win
November 7, 2012 / 8:52 AM / 5 years ago

RPT-Implied volatility on EuroSTOXX 50 falls on Obama win

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LONDON, Nov 7 (Reuters) - Implied volatility on European equities, seen as a crude barometer of investor risk aversion, fell sharply on Wednesday after the re-election of U.S. President Barack Obama left the door open for continued monetary stimulus.

The VSTOXX index of implied volatility on the EuroSTOXX50 fell 6 percent to 20.47. If the losses are sustained for the rest of the session, that would mark its steepest one-day fall in a month.

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