Results 11 to 20 of about 7,220 (197)
, 2018 The CBOE volatility index, VIX, represents the market’s expected volatility over the next 30 days, and is supposed to increase when uncertainty rises. Over the last years, this index has remained at historically low levels, despite a considerable increase in geopolitical tension. This phenomenon is referred to as the VIX Puzzle and is the basis of this
Rosvold, Liv Rio, Ottesen, Sara Hovda
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The Interactions between COVID-19 Cases in the USA, the VIX Index and Major Stock Markets
International Journal of Financial Studies, 2021 With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the ...
Simon Grima +3 more
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On the Issue of Predicting Global Financial and Economic Crises
Финансы: теория и практика, 2020 Assumptions about the impending new global crisis, which are increasingly found in expert discussions, have intensified the search for reliable crisis predictors, despite the existing theoretical consensus on the fundamental impossibility of forecasting ...
Yu. A. Danilov +2 more
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Safe Haven for Asian Equity Markets During Financial Distress: Bitcoin Versus Gold
Acta Informatica Pragensia, 2023 This study aims to analyse the role of bitcoin and gold as safe haven assets for Asian equity markets during periods of high market uncertainty related to the global COVID-19 pandemic, high volatility and extreme stock market conditions.
Pham Thi Ngoc Dung +3 more
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Neural networks and arbitrage in the VIX [PDF]
Digital Finance, 2019 AbstractThe Chicago Board Options Exchange Volatility Index (VIX) is considered by many market participants as a common measure of market risk and investors’ sentiment, representing the market’s expectation of the 30-day-ahead looking implied volatility obtained from real-time prices of options on the S&P 500 index. While smaller deviations between
Joerg Osterrieder +3 more
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Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2023 This study aims to examine the dynamic relationship between Islamic markets and global financial risk factors using the Dow Jones Islamic Markets World Index (DJIM), Participation 30 Index (KATLM 30), and the CBOE Volatility Index (VIX).
Halilibrahim Gökgöz, Cantürk Kayahan
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Journal of Business Economics and Management, 2020 Economic policy drives investment, production, employment, and other macroeconomic indicators of the economy. The study examines the equity, commodity, interest rates, and currency markets, taking into consideration the US economic policy uncertainty ...
Imlak Shaikh
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The Relevance of Cboe Volatility Index to Stock Markets in Emerging Economies
Organizations and Markets in Emerging Economies, 2015 We examine the capability of CBOE S&P500 Volatility index (VIX) to determine returns of emerging stock market indices as compared to local stock markets volatility indicators.
Tamara Mariničevaitė +1 more
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Is a VIX ETP an investment in the VIX?
Financial Services Review, 2015 eturn and risk of these products are not related to the return and risk of the VIX index. The authors note that VIX ETPs do not correlate well to the VIX index. In fact, these funds are not even designed to have a high correlation to the VIX index.
R. Parker Clowers, Travis L. Jones
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Relationship Of VIX Index With Portfolio Investments And Exchange Rates In Turkey
İzmir İktisat Dergisi, 2020 Bu çalışmada amaç ABD’de hesaplanan ve korku endeksi olarak da bilinen VIX endeksinin Türkiye için portföy yatırımları ve döviz kurları üzerinde etkili olup olmadığını tespit etmektir.
Cebrail Telek
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