Narrow search
Showing 1 - 10 of 1,694
Cover Image
Volatility Control Indices
Kahl, Christian - 2015
This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices
Persistent link: https://www.econbiz.de/10013010458
Cover Image
The interrelation between Baltic Dry Index a practical economic indicator and emerging stock market indices
Manoharan, M.; Visalakshmi, S. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10012041992
Cover Image
Using the Volatility Index (VIX) as a trading indicator
Dolvin, Steven D.; Foltice, Bryan - In: The journal of beta investment strategies 14 (2023) 4, pp. 81-91
Persistent link: https://www.econbiz.de/10014536650
Cover Image
Using the Volatility Index (VIX) as a Trading Indicator
Dolvin, Steven D.; Foltice, Bryan - 2023
alternative approach that employs changes in the volatility index (i.e., VIX) as a trading indicator and test a variety of …
Persistent link: https://www.econbiz.de/10014350478
Cover Image
Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak; Padhi, Puja - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 216-228
Persistent link: https://www.econbiz.de/10011420288
Cover Image
Does fundamental indexation lead to better risk-adjusted returns? : new evidence from Australian securities exchange
Basu, Anup K.; Forbes, Brigette - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 699-728
Persistent link: https://www.econbiz.de/10011348097
Cover Image
An investor sentiment barometer : Greek Implied Volatility Index (GRIV)
Siriopoulos, Costas; Fassas, Athanasios - In: Global finance journal 23 (2012) 2, pp. 77-93
Persistent link: https://www.econbiz.de/10009688746
Cover Image
Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Cover Image
Implied Volatility Index for the Norwegian Equity Market
Bugge, Sebastian - 2016
We introduce and evaluate the NOVIX - an implied volatility index for the Norwegian equity index OBX. NOVIX is created …
Persistent link: https://www.econbiz.de/10012985934
Cover Image
Investors’ ‘Fear’ and ‘Greed’ Index : A Case of India Volatility Index (IVIX)
Shaikh, Imlak N - 2014
hedging strategies. The inverse relation between Nifty index and India VIX occurs due to options trading; during the market … weakness when investors are concerned about the moves of Nifty index they seek protection during the market panic. The great … into high implied volatility of the Nifty index options. The empirical result evidences that there is an asymmetric …
Persistent link: https://www.econbiz.de/10013039928