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The Causal Relationship between the S&P 500 and the VIX Index
Critical Analysis of Financial Market Volatility and Its Predictability
Taschenbuch von Florian Auinger
Sprache: Englisch

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Beschreibung
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.
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.
Über den Autor
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.
Zusammenfassung

Study in the field of economic sciences

Includes supplementary material: [...]

Inhaltsverzeichnis
Risk and Emotions.- Financial Market Volatility.- Behavioural Finance.- VIX Index.
Details
Erscheinungsjahr: 2015
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: BestMasters
Inhalt: xiii
91 S.
34 s/w Illustr.
91 p. 34 illus.
ISBN-13: 9783658089689
ISBN-10: 3658089687
Sprache: Englisch
Herstellernummer: 978-3-658-08968-9
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Auinger, Florian
Hersteller: Springer Fachmedien Wiesbaden
Springer Fachmedien Wiesbaden GmbH
BestMasters
Maße: 210 x 148 x 7 mm
Von/Mit: Florian Auinger
Erscheinungsdatum: 26.02.2015
Gewicht: 0,152 kg
Artikel-ID: 104916456
Über den Autor
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.
Zusammenfassung

Study in the field of economic sciences

Includes supplementary material: [...]

Inhaltsverzeichnis
Risk and Emotions.- Financial Market Volatility.- Behavioural Finance.- VIX Index.
Details
Erscheinungsjahr: 2015
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: BestMasters
Inhalt: xiii
91 S.
34 s/w Illustr.
91 p. 34 illus.
ISBN-13: 9783658089689
ISBN-10: 3658089687
Sprache: Englisch
Herstellernummer: 978-3-658-08968-9
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Auinger, Florian
Hersteller: Springer Fachmedien Wiesbaden
Springer Fachmedien Wiesbaden GmbH
BestMasters
Maße: 210 x 148 x 7 mm
Von/Mit: Florian Auinger
Erscheinungsdatum: 26.02.2015
Gewicht: 0,152 kg
Artikel-ID: 104916456
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