The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability /

The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability /

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...

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Bibliographic Details
Main Author: Auinger, Florian (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2015.
Series:BestMasters
Subjects:
Finance.
Finance, general.
Online Access:Full Text via HEAL-Link
Table of Contents:
  • Risk and Emotions
  • Financial Market Volatility
  • Behavioural Finance
  • VIX Index.

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