LONDON (Reuters) - Widely blamed for volatile "flash crashes" in currencies and equities, high-frequency algorithms may also be why shock global events, including the current coronavirus, seem to have lost their power to spook markets for any length of time.Whether stocks, bonds, currencies or commodities, asset prices seem less prone to any selloff for very long; the U.S. killing of an Iranian general and Iran's retaliatory missile attack are among potential catastrophes that triggered violent..