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HyperVolatility – End of the Year Report 2011

Dear All, we are pleased to announce you that the HyperVolatility End of the Year Report 2011 has been finally completed and it can be downloaded for free by clicking the following link:

HYPERVOLATILITY END OF THE YEAR REPORT 2011

In the first part, the study is focused on equity markets, currency and commodity futures. Each analysis is divided into 2 parts: in the first one we go through the overall performance of the particular asset under examination whilst in the second one we focus on intraday and close-to-close volatilities which have been calculated using the TGARCH model.

The second part is entirely centred on the macroeconomic factors and their influence on financial markets. We try to pull together the big picture by singularly studying the most important exogenous variables which affected financial prices over the 2011. This examination has been carried on the major economies in the world in order to keep an eye on the global status of the economy.

Please read carefully our Legal Disclaimer. To give you an idea of what you can expect we report here the table of contents:

1) Legal Disclaimer; 2) Euro Futures; 3) British Pound Futures; 4) Swiss Franc Futures; 5) Japanese Yen Futures; 6) (WTI) E-Mini Crude Oil Futures; 7) Gold 100 Futures; 8) Yen, Australian Dollars and Commodities; 9) DJ EuroStoxx50 Futures; 10) E- Mini S&P500 Futures; 11) German Bund Futures; 12) Correlation Matrix Analysis; 13) Correlation Matrix Appendix; 14) Unemployment Rate; 15)Inflation Rate; 16) Gross Domestic Product; 17) Debt to GDP; 18) BRIC Economies: a brief summary; 19) Macroeconomic Data

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