The Causal Relationship Between the S P 500 and the VIX Index is popular PDF and ePub book, written by Florian Auinger in 2015, it is a fantastic choice for those who relish reading online the Uncategoriezed genre. Let's immerse ourselves in this engaging Uncategoriezed book by exploring the summary and details provided below. Remember, The Causal Relationship Between the S P 500 and the VIX Index can be Read Online from any device for your convenience.
The Causal Relationship Between the S P 500 and the VIX Index Book PDF Summary
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. Contents Risk and Emotions Financial Market Volatility Behavioural Finance VIX Index Target Groups Researchers and students in the fields of risk management, portfolio management and investment banking Practitioners in these areas The Author 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.
Detail Book of The Causal Relationship Between the S P 500 and the VIX Index PDF
- Author : Florian Auinger
- Release : 30 September 2024
- Publisher : Unknown
- ISBN : 3658089709
- Genre : Uncategoriezed
- Total Page : null pages
- Language : English
- PDF File Size : 8,5 Mb
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