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The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability (BestMasters) by Florian Auinger (auth.) is a nonfiction available to read on EtoBox.

What is The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability (BestMasters) about?

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. Erscheinungsdatum: 26.02.2015

Who reads The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability (BestMasters)?

Author

Florian Auinger (auth.)

Publisher

Springer Fachmedien Wiesbaden : Imprint : Springer Gabler

Published

2015

Language

EN

ISBN

9783658089696

Category

nonfiction

Subjects

Finance, Business, Economics