Results 181 to 190 of about 2,929 (231)

A Narrative Review of Thromboprophylaxis in Obese Patients Undergoing Surgery: What Do You Need to Know? [PDF]

Cureus
Carreto L, Garcia M.
europepmc   +1 more source

The impact of index futures crash risk on bitcoin futures returns and volatility. [PDF]

Heliyon
Tang CH, Lee YH, Huang YL, Liu YX.
europepmc   +1 more source

The ‘Hidden Cost’ of Sustainable Debt Financing in Emerging Markets

Rickman J, Kothari S, Ameli N.
europepmc   +1 more source

Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

The Journal of Alternative Investments, 2009
This article tests the expectation hypothesis by using the volatility index VIX and futures contracts written on that index. Because the VIX index is negatively correlated with the S&P 500 index returns the VIX futures price should contain a negative risk premium, which is confirmed in this study.
Marcus Nossman, Anders Wilhelmsson
core   +3 more sources

Predicting regime switches in the VIX index with macroeconomic variables

Applied Economics Letters, 2011
In this article, we investigate the role of US macroeconomic variables as leading indicators of regime shifts in the VIX index using a regime-switching approach. We find that there are three distinct regimes in the VIX index during the 1990 to 2010 period: tranquil regime with low volatility, turmoil regime with high volatility and crisis regime with ...
N. Baba, Y. Sakurai
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Research on the Development Trend and Application of VIX Index

Advances in Economics, Management and Political Sciences, 2023
This research paper focuses on providing a comprehensive understanding and introduction to the VIX index. The history of the VIX index, its applications, and related products are systematically analyzed. It also derives the formula for the VIX Index (the volatility index introduced by the CBOE) using the standard deviation formula.
Muhao Hu, Gexuan Zhu, Xinyu Wen
openaire   +1 more source

Non-Linear Properties of the VIX Index

International Journal of Productivity Management and Assessment Technologies, 2017
This paper applies non-linear methods to analyze and predict the daily VIX index which is one of the most important stock indexes in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved.
L. Magafas, M. Hanias, A. Tavlatou, P. Kostantaki   +3 more
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Tracking the VIX Index

SSRN Electronic Journal, 2014
Volatility has emerged as an important distinct asset class over the past decade. The popularity of volatility stems from its unique properties, namely its negative correlation with equity returns and its usefulness as insurance against tail risk. Trading applications of volatility-related securities and financial instruments involve among others short-
openaire   +1 more source