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 …

study show that BIST index is significantly affected by volatility index in all quantiles. On the other hand, the dollar was … impacted on the BIST index only in high quantiles. The stock market effect of oil prices indicates that there is not an …

We study the relationship of the VIX index and the exchange traded note VXX on various time scales. We find that …