Jon Harrison

Managing Director, EM Macro Strategy
+44 20 7246 7879

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Recent Emerging Markets research

* EM Watch, Larry Brainard, Bo Zhuang, Jonathan Fenby, Shumita Sharma Deveshwar, Christopher Granville, Marcus Chenevix, Cristobal Arias, Leighton Hughes, 18 Dec 2017
* The GRID, Bo Zhuang, Christopher Granville, Cristobal Arias, Elizabeth Johnson, Grace Fan, Jon Harrison, Jonathan Fenby, Larry Brainard, Leighton Hughes, Madina Khrustaleva, Marcus Chenevix, Michelle Lam, Shumita Sharma Deveshwar, 12 Dec 2017
* EM Watch, Jon Harrison, Michelle Lam, Elizabeth Johnson, Shumita Sharma Deveshwar, Christopher Granville, Madina Khrustaleva, Cristobal Arias, 11 Dec 2017
* EM Watch, Jon Harrison, Michelle Lam, Shumita Sharma Deveshwar, Christopher Granville, Madina Khrustaleva, Cristobal Arias, 4 Dec 2017
* EM Strategy Monthly, Larry Brainard, Jon Harrison, Cristobal Arias, Marcus Chenevix, Leighton Hughes, 1 Dec 2017

See all our Emerging Markets research >>

Strategy Flash

Overview

Despite prospects for a weaker dollar and a relatively stable renminbi, many EM currencies and local bond markets are more volatile now than they were during much of 2015. We compare the volatility of exchange rates and of local fixed-income yields in the context of our views on domestic risks and vulnerability to external risks.

Chart 1: Historical exchange rate volatility (3-month, annualized) vs historical volatility of daily yield changes (3-month, monthly)*

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