BestMasters

The Causal Relationship between the S&P 500 and the VIX Index

Critical Analysis of Financial Market Volatility and Its Predictability

Authors: Auinger, Florian

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  • Study in the field of economic sciences

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eBook $59.99
price for USA in USD (gross)
  • ISBN 978-3-658-08969-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $79.99
price for USA in USD
  • ISBN 978-3-658-08968-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

About the authors

Florian Auinger wrote his master thesis at the University of Applied Sciences in Steyr, Upper Austria and is currently working in the fields of mergers & acquisitions.

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $59.99
price for USA in USD (gross)
  • ISBN 978-3-658-08969-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $79.99
price for USA in USD
  • ISBN 978-3-658-08968-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Causal Relationship between the S&P 500 and the VIX Index
Book Subtitle
Critical Analysis of Financial Market Volatility and Its Predictability
Authors
Series Title
BestMasters
Copyright
2015
Publisher
Gabler Verlag
Copyright Holder
Springer Fachmedien Wiesbaden
eBook ISBN
978-3-658-08969-6
DOI
10.1007/978-3-658-08969-6
Softcover ISBN
978-3-658-08968-9
Series ISSN
2625-3577
Edition Number
1
Number of Pages
XIII, 91
Number of Illustrations
34 b/w illustrations
Topics