Brexit Spurred a Bunch Of VaR-y Rare Market Gyrations
VaR shock anyone?
Brexit Aftermath: Three Years of Global Uncertainty
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'Sigma-tized' might be one way of describing Friday's markets in the aftermath of Britain's historic vote to leave the European Union.
Currencies, stocks, commodities, equity indexes, stock futures, and bonds — no asset class has been immune from the historically massive swings seen in the wake of the referendum.