UPC: 9783658089689 | Bestmasters: The Causal Relationship Between the S&p 500 and the VIX Index (Paperback)
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UPC: 9783658089689 | Bestmasters: The Causal Relationship Between the S&p 500 and the VIX Index (Paperback)
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UPC lookup results for: 9783658089689 | Bestmasters: The Causal Relationship Between the S&p 500 and the VIX Index (Paperback)
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.
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