Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10001804362
Persistent link: https://www.econbiz.de/10001845825
Persistent link: https://www.econbiz.de/10001218098
Persistent link: https://www.econbiz.de/10002101596
Persistent link: https://www.econbiz.de/10001659374
Persistent link: https://www.econbiz.de/10002013005
Persistent link: https://www.econbiz.de/10009626928
Persistent link: https://www.econbiz.de/10003340778
We study minute-by-minute behavior of the VIX index and trading activity in the underlying S&P 500 options to understand the impact of macro and microeconomic forces on risk neutral volatility. VIX often increases with macroeconomic news, reflects the credibility of Fed monetary stimulus, and...
Persistent link: https://www.econbiz.de/10013065496
We study minute-by-minute behavior of the VIX index and trading activity in the underlying S&P 500 options to understand the impact of macro and microeconomic forces on risk neutral volatility. VIX often increases with macroeconomic news, reflects the credibility of Fed monetary stimulus, and...
Persistent link: https://www.econbiz.de/10013292369