Читать книгу The Foreign Exchange Matrix - Barbara Rockefeller - Страница 33

Currency traders seeking a more detailed picture look beyond the one dimensionality of the CBOE’s VIX and seek out other risk indicators that factor in multiple variables, such as Federal Reserve stress indexes. The Federal Reserve Banks of Kansas City and Cleveland release monthly Financial Stress Indexes (FSIs) and the Federal Reserve Bank of St. Louis releases a weekly Financial Stress Index (FSI). These Fed risk gauges are becoming more popular as FX tools. With all stress indicators, the higher the stress, the more pro-dollar bias we see in the FX market.