Results 31 to 40 of about 7,220 (197)
Economics and Business Review, 2020 The main goal of this research is to analyse the investment benefits from an incorporation of the volatility exposure to the diversified portfolio from the perspective of a Polish investor.
Latoszek Michał, Ślepaczuk Robert
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International Journal of STEM Education, 2019 Background Many undergraduate students majoring in science, technology, engineering, and mathematics (STEM) fields lack experience in collaborative thinking, limiting their effectiveness as they enter careers in academic and industrial environments.
Kendra H. Oliver +2 more
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Cogent Economics & Finance, 2020 Purpose: This paper examines the associative and causal relationship between changes in the implied volatility index (VIX) and stock market returns, with data from 15 countries representing both developed and emerging economies.1 We also examine the ...
Jalaj Pathak, Soumya G. Deb
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İstanbul İktisat Dergisi, 2022 This study examines the effects of volatilities in oil price, gold price and the VIX index on the Turkish BIST 100 stock index during the pandemic period. For this purpose, an econometric analysis has been carried out by using the oil, gold and VIX index
Kadir Tuna
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Uluslararası Finansal Endekslerin Döviz Kurları Üzerine Etkileri: Ampirik Bir Analiz
Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi, 2018 Bu çalışmada, uluslararası finans piyasalarının üç önemli endeksi olan VIX, ABD dolar ve MOVE endekslerinin, gelişmiş ve gelişmekte olan ülke döviz kurları üzerindeki etkileri incelenmektir.
Hakan Öner
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Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures [PDF]
It is well known that the Basel II Accord requires banks and other Authorized Deposit-taking Institutions (ADIs) to communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more ...
Michael McAleer +4 more
core +4 more sources
, 2021 Nesta dissertação, apresenta-se o VIX, o prémio do VIX e o puzzle do prémio do VIX. O VIX é uma medida de risco utilizada para medir a volatilidade esperada do índice S&P 500.
Carvalho, Pedro Miguel Tomás
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FARKLI KITALARDA YER ALAN BORSA ENDEKSLERİNİN VIX(KORKU) ENDEKSİ İLE İLİŞKİSİ
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2020 Bu çalışma küresel korku endeksi olarak ifade edilen VIX endeksi ile farklı kıtalarda yer alan gelişmiş ve gelişmekte olan ülkelere ait borsa endekslerinin VIX endeksi ile olan ilişkilerini analiz etmeyi amaçlamaktadır.
Serdar Ögel, Mehmet Fındık
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Tracking VIX with VIX Futures: Portfolio Construction and Performance [PDF]
SSRN Electronic Journal, 2019 We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index. We derive each portfolio using optimization methods, and evaluate its tracking performance from both empirical and theoretical perspectives.
Leung, Tim, Ward, Brian
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets [PDF]
This paper examines risk transmission and migration among six US measures of credit and market risk during the full period 2004-2011 period and the 2009-2011 recovery subperiod, with a focus on four sectors related to the highly volatile oil price. There
Michael McAleer +3 more
core +6 more sources