| 书目名称 | The Causal Relationship between the S&P 500 and the VIX Index |
| 副标题 | Critical Analysis of |
| 编辑 | Florian Auinger |
| 视频video | |
| 概述 | Study in the field of economic sciences.Includes supplementary material: |
| 丛书名称 | BestMasters |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2015 |
| 关键词 | Behavioural Finance; Investment Banking; Mergers & Akquisitions; Portfolio Management; Risk Management |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-658-08969-6 |
| isbn_softcover | 978-3-658-08968-9 |
| isbn_ebook | 978-3-658-08969-6Series ISSN 2625-3577 Series E-ISSN 2625-3615 |
| issn_series | 2625-3577 |
| copyright | Springer Fachmedien Wiesbaden 2015 |
发表于 2025-3-21 17:01:05
