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The Causal Relationship Between the S&P 500 and the VIX Index
Language: en
Pages:
Authors: Florian Auinger
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market v
The Causal Relationship between the S&P 500 and the VIX Index
Language: en
Pages: 102
Authors: Florian Auinger
Categories: Business & Economics
Type: BOOK - Published: 2015-02-13 - Publisher: Springer

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Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market v
An Investigation of the Lead-Lag Relationship Between the VIX Index and the VIX Futures on the S&P500
Language: en
Pages: 14
Authors: Sotirios Karagiannis
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This study investigates the lead-lag relationship between the price movements of VIX futures and VIX index levels. As a proxy for the futures, the front month V
Understanding the Relationship Between VIX and the S&P 500 Index Volatility
Language: en
Pages: 27
Authors: Irena Vodenska
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We study the VIX Index, often referred to as “the investor's fear gauge,” relative to the observed volatility of the S&P 500 Index to investigate the relati
Handbook of Investors' Behavior during Financial Crises
Language: en
Pages: 516
Authors: Fotini Economou
Categories: Business & Economics
Type: BOOK - Published: 2017-06-24 - Publisher: Academic Press

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The Handbook of Investors' Behavior during Financial Crises provides fundamental information about investor behavior during turbulent periods, such the 2000 dot