Grima, Simon; Özdemir, Letife; Özen, Ercan; … - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-19
With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the early stage of the pandemic period. To do...
