Florian Auinger
The Causal Relationship between the S&P 500 and the VIX Index
Critical Analysis of Financial Market Volatility and Its Predictability
Paperback Engels 2015 9783658089689
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions.
Specificaties
ISBN13:9783658089689
Taal:Engels
Bindwijze:paperback
Aantal pagina's:108
Uitgever:Springer Fachmedien Wiesbaden
Hoofdrubriek:Financieel management, Financieel management
Serie:BestMasters
Lezersrecensies
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Inhoudsopgave
Risk and Emotions.- Financial Market Volatility.- Behavioural Finance.- VIX Index.
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