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作者 Auinger, Florian, author
書名 The causal relationship between the S&P 500 and the VIX Index : critical analysis of financial market volatility and its predictability / by Florian Auinger
出版項 Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2015
國際標準書號 9783658089696 (electronic bk.)
9783658089689 (paper)
國際標準號碼 10.1007/978-3-658-08969-6 doi
book jacket
說明 1 online resource (xiii, 91 pages) : illustrations, digital ; 24 cm
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
系列 BestMasters
附註 Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index
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
Host Item Springer eBooks
主題 Stock exchanges -- Forecasting
Business forecasting
Economics/Management Science
Alt Author SpringerLink (Online service)
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