Is 'risk-off' really 'risk-off' in EM anymore, or just a new flavor of volatility?
Been watching EM for a while now, and something's been bugging me about the traditional 'risk-on/risk-off' dynamic. Used to be, when the dollar strengthened, EM got hammered, plain and simple. Now, it feels... blurrier. We see certain EM currencies strengthen against a basket even when the general sentiment is leaning 'risk-off' in developed markets, or at least, the correlation isn't as clean as it used to be. Is this just me seeing patterns that aren't there, or have the underlying drivers for EM truly diversified enough that we need a more nuanced framework than the old binary 'risk-on/risk-off' label? How are others interpreting this?
It's almost as if the market decided that 'simple' was getting a bit boring, so it threw in a few curveballs to keep us all on our toes. Perhaps 'risk-off' now means 'find the least-bad option in a sea of suboptimal choices,' which really just translates to a more sophisticated game of whack-a-mole.