Results 21 to 30 of about 2,929 (231)
The effects of VIX index values on returns of BIST-100 index [PDF]
, 2020 endeksinin benzersiz özellikleri nedeniyle, yatırımcıların yüksek getiri elde etmesine ve modern düşük faizli bir piyasada riskleri en aza indirmesine yardımcı olabileceğinden şüphe yok. VIX endeksinin etkileri S&P 500 ve Nasdaq gibi diğer birçok endeks üzerinde çalışıldığından, bu çalışma VIX endeks değerlerinin BIST-100 endeksinin getirileri ...
Ahmady, Ali Ahmad
openaire +3 more sources
The Impact of the U.S. Macroeconomic Variables on the CBOE VIX Index [PDF]
Journal of Risk and Financial Management, 2022 The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock market. To estimate the significance and importance of the U.S.
Akhilesh Prasad +2 more
openaire +2 more sources
Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis
Management şi Marketing, 2023 The study aims to investigate capital market volatility during crises, exploring the relationships between three key financial indicators: oil prices, the VIX index, and gold prices, using monthly data covering the period from January 2013 to May 2023 ...
Hapau Razvan Gabriel
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Modeling S&P500 returns with GARCH models
Latin American Journal of Central Banking, 2023 This paper provides several estimates of the GARCH models’ parameters for the S&P500 index, based on returns and CBOE VIX. Using a daily sample collected from 2007 to 2022, we can conclude that adding the VIX information improves the estimates of the ...
Rodrigo Alfaro, Alejandra Inzunza
doaj +1 more source
Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy
Risks, 2022 Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This study evaluates the influence of various global implied volatility indices in forecasting the day-to-day binary movements in the ...
Akhilesh Prasad, Priti Bakhshi
doaj +1 more source
Discrete Dynamics in Nature and Society, 2021 This paper investigates the cross-correlations between the foreign flows in A-share market and the uncertainties of market, economy, and policy in home markets, namely, the VIX index and the US EPU index. By employing the cross-correlation statistics and
Tao Bing, Fei Hu, Hongkun Ma
doaj +1 more source
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
doaj +1 more source
MARKETWIDE LIQUIDITY AND OPTIONS MARKET
Applied Finance Letters, 2022 In this paper, we study the relationship between marketwide liquidity and options market. Using the Chicago Board Options Exchange (CBOE) Volatility Index, VIX as a measure of overall value of the S&P 500 (SPX) options, and the CBOE SKEW Index as a ...
Jin Zhang, Hai Lin
doaj +1 more source