The Causal Relationship between the - E-book

eBook

The Causal Relationship Between The S&p 500 And The Vix Index - ENG

Critical Analysis Of Financial Market Volatility And Its Predictability

Florian Auinger

eBook

$1,700.00

Disponible

Información adicional
Sinopsis

ISBN:	9783658089696
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Finanzas general
Año de publicación:	2015-02-13

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.

eBooks