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Financial research data tables
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2.25 MB
Summary
This document presents two tables (Table 11 and Table 12) containing statistical data on implied and realised volatility, skew, and term structure for developed and emerging markets as of June 16, 2017. The data covers 3-month and 12-month timeframes for various indices including S&P500, ESTX50, FTSE, DAX, NKY, HSI, KOSPI, EEM US, IBOV, RDXUSD, and TOP40, along with cash index performance.
Organizations (2)
| Name | Type | Context |
|---|---|---|
| Bank of America Merrill Lynch | ||
| BofA Merrill Lynch Global Research |
Locations (1)
| Location | Context |
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