Download E-books The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability (BestMasters) PDF

By Florian Auinger

Florian Auinger highlights the middle weaknesses and assets of feedback in regards to the VIX Index as a trademark for the long run improvement of monetary industry volatility. in addition, it really is confirmed that there's no statistically major causal dating among the VIX and the S&P 500. to that end, the forecastability isn't given in either instructions. evidently, there has to be at the very least one extra variable that has a robust impression on marketplace volatility akin to feelings which, in line with monetary industry specialists, are thought of to play a progressively more vital position in funding judgements.

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