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Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262

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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

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Volatility transmission between Dow Jones Stock Index and emerging bond index

Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 2, pp. 194-207

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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

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The skewness index : uncovering the relationship with volatility and market returns

Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Applied economics 53 (2021) 31, pp. 3619-3635

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Implied volatility index for the Norwegian equity market

Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141

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Linkage between India implied volatility index and stock index returns

Srinivasan, Palamalai; Vasudevan, R. D. - In: Theoretical economics letters 7 (2017) 4, pp. 929-938

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Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK

Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot Mindaye - In: Studies in economics and finance 40 (2023) 1, pp. 192-212

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Skew index : descriptive analysis, predictive power, and short-term forecast

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The interrelation between Baltic Dry Index a practical economic indicator and emerging stock market indices

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