Source: International Monetary Fund.
Source: Bloomberg.
(*) USA: S&P 500; Germany: DAX; United Kingdom: FTSE100; Chile: IPSA; China: Shanghai Composite.
Source: Bloomberg.
(*) VIX: implied volatility of 30-day options on the S&P 500 index. VXY G7: volatility index for G7 currencies.
TYVIX: volatility index for 10-year U.S. Treasury bonds.
Source: Central Bank of Chile, based on data from Bloomberg.
(*) Gray bars indicate emerging markets, as classified by MSCI.
Source: BIS.
Source: Federal Reserve Economic Data.
Source: Central Bank of Chile, based on data from Bloomberg.
(*) Calculated as the standard deviation of the daily change in the rates. EMEs include Brazil, China, Colombia,
Hungary, India, Indonesia, Malaysia, Mexico, Peru, Poland, Russia, and Turkey.
Source: Central Bank of Chile, based on data from Bloomberg.
(*) EMEs include Brazil, China, Colombia, Hungary, India, Indonesia, Malaysia, Mexico, Peru, Poland, Russia, and Turkey.
Commodity exporters include Australia, Canada, Norway, and New Zealand.
Source: Central Bank of Chile, based on data from Bloomberg.
(*) Monthly data.
Source: Central Bank of Chile, based on data from Bloomberg.