The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability
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...
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| Format: | eBook |
| Language: | English |
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Wiesbaden
Springer Fachmedien Wiesbaden
2015, 2015
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| Edition: | 1st ed. 2015 |
| Series: | BestMasters
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Risk and Emotions
- Financial Market Volatility
- Behavioural Finance
- VIX Index