Volatility index is a measure of markets expectation of volatility over the near-term. It is a forward looking instrument and depicts the expected market volatility over the next 30 days. The constant ups and downs in the financial markets are a cause of concern for most investors. Thus, the...

We explore the concept of global liquidity based on a factor model estimated using a large set of financial and macroeconomic variables from 24 advanced and emerging market economies. We measure global liquidity conditions based on the common global factors in the dynamics of liquidity...

We examine an array of short-term mean-reversion indicators for global equities. The indicators encompass the most widely known price oscillators from the field of technical analysis along with several modified versions first developed by the author in the 2009- 2010 time frame. Constructing...