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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis

Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652

Persistent link: https://www.econbiz.de/10014335498

The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk

Li, Leon - In: Energy economics 105 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013201954

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

Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index

Bandopadhyaya, Arindam; Jones, Anne Leah - In: Journal of business & economics research 6 (2008) 8, pp. 27-34

Persistent link: https://www.econbiz.de/10003778964

VCRIX - A Volatility Index for Crypto-Currencies

Kim, Alisa - 2020

financial tools to crypto-currencies. While the CRIX index offered the first scientifically-backed proxy to the cryptomarket … market for cryptocurrencies. Following the intuition of the "fear index" VIX for the American stock market, the VCRIX … volatility index was created to capture the investor expectations about the crypto-currency ecosystem. VCRIX is built based on …

Persistent link: https://www.econbiz.de/10012846988

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