Coverart for item
The Resource The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability, by Florian Auinger, (electronic resource)

The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability, by Florian Auinger, (electronic resource)

Label
The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability
Title
The Causal Relationship between the S&P 500 and the VIX Index
Title remainder
Critical Analysis of Financial Market Volatility and Its Predictability
Statement of responsibility
by Florian Auinger
Creator
Author
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Auinger, Florian
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
FyIzEMp__wg
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Springer eBooks
  • Springer eBooks.
  • BestMasters,
http://library.link/vocab/subjectName
Finance
Label
The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability, by Florian Auinger, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1007/978-3-658-08969-6
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index
Control code
978-3-658-08969-6
Dimensions
unknown
Extent
1 online resource (XIII, 91 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783658089696
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
34 illustrations
Specific material designation
remote
System control number
(OCoLC)903584494
Label
The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability, by Florian Auinger, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1007/978-3-658-08969-6
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index
Control code
978-3-658-08969-6
Dimensions
unknown
Extent
1 online resource (XIII, 91 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783658089696
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
34 illustrations
Specific material designation
remote
System control number
(OCoLC)903584494

Subject

Member of

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...