Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?
Amarendra Acharya, Subrat Kumar Seet and Prakash A. Salvi
| Year of publication: |
September 2022
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|---|---|
| Authors: | Acharya, Amarendra ; Seet, Subrat Kumar ; Salvi, Prakash A. |
| Publisher: |
[Mumbai] : Reserve Bank of India, Department of Economic and Policy Research |
| Subject: | Implied Volatility Index | Forward-looking return | OLS Newey-West | Volatilität | Volatility | Aktienindex | Stock index | Indien | India | Börsenkurs | Share price | Index | Index number | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Optionsgeschäft | Option trading | Index-Futures | Index futures |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
|---|---|
| Series: | RBI working paper series. - Mumbai : Reserve Bank of India, ZDB-ID 2979836-X. - Vol. WPS (DEPR) 2022, 13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013402152