Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Habibah, Ume - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-50
pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less … indices (Market Rally and Bull Market), and also have a significant correlation with VIX representing downside risk …