interest rates reached the zero lower bound. -- Business fluctuations and cycles ; Monetary conditions index ; Monetary and …

The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as … macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock …, classification problems from machine learning are constructed to predict the daily and weekly trends of the VIX Index. Data from May …

terms of foreign exchange market dynamics. An implementable financial stress index (FSI) is created and then used to … currencies) and we show that such an index has potential value in protecting a portfolio against loss during periods of stress …

improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …