The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Springer Gabler
[2015]
|
| Schriftenreihe: | BestMasters
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FAB01 FAW01 FHI01 FHO01 FHR01 FLA01 FRO01 FWS01 FWS02 UBM01 UBT01 UBY01 URL des Erstveröffentlichers Abstract Inhaltsverzeichnis |
| Beschreibung: | 1 Online-Ressource (XIII, 91 Seiten) Illustrationen |
| ISBN: | 9783658089696 |
| DOI: | 10.1007/978-3-658-08969-6 |
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| adam_text | THE CAUSAL RELATIONSHIP BETWEEN THE S&P 500 AND THE VIX INDEX
/ AUINGER, FLORIAN
: 2015
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
THE CAUSAL RELATIONSHIP BETWEEN THE S&P 500 AND THE VIX INDEX
/ AUINGER, FLORIAN
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
RISK AND EMOTIONS
FINANCIAL MARKET VOLATILITY
BEHAVIOURAL FINANCE
VIX INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
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| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-658-08969-6 |
| format | Thesis Electronic eBook |
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| spellingShingle | Auinger, Florian The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Volatilität (DE-588)4268390-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4268390-7 (DE-588)4073788-3 (DE-588)4113937-9 |
| title | The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability |
| title_auth | The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability |
| title_exact_search | The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability |
| title_full | The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability Florian Auinger |
| title_fullStr | The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability Florian Auinger |
| title_full_unstemmed | The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability Florian Auinger |
| title_short | The Causal Relationship between the S&P 500 and the VIX Index |
| title_sort | the causal relationship between the s p 500 and the vix index critical analysis of financial market volatility and its predictability |
| title_sub | Critical Analysis of Financial Market Volatility and Its Predictability |
| topic | Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Volatilität (DE-588)4268390-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Volatilität Kreditmarkt Hochschulschrift |
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