market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures …, exchange trading notes and options on exchange traded notes. Known as the "fear index" the VIX provides a snapshot of … expectations about future stock market volatility and generally moves inversely to the overall stock market. As such, many market …

) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 … options and (b) macroeconomic and financial variables that can predict the implied volatility process of the index, using … the VKOSPI. In addition, we find that the stock market return and implied volatility index of the US market (i.e., the S …