EAN: 9783658089689

9783658089689 - BestMasters   The Causal Relationship between the S&P 500 and the VIX Index - Florian Auinger Kartoniert (TB)
Bilder-Quelle: discount24.de - Sport-Freizeit
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.
Produktinformationen zuletzt aktualisiert am
20.03.2025 um 17:29 Uhr


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