Prasad, Akhilesh; Bakhshi, Priti; Seetharaman, Arumugam - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
indices, gold price, the USD Index, and crude oil are signified as strong predictors. The Financial Stress Index, initial … securities make a little less impact on the VIX Index. The TED spread, Financial Stress Index, and Equity Market Volatility …