Shaikh, Imlak; Padhi, Puja - In: Borsa Istanbul Review 15 (2015) 1, pp. 44-52
The paper aims to examine implied volatility as the investor fear gauge or/and forward-looking expectation of future stock market volatility within emerging markets setting-India VIX. The earliest results evidenced that VIX is the gauge of investor fear, where in the expected stock market...