Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This … the implied volatility index of India, denoted by the symbol 'India VIX'. Historical daily data from 18 September, 2009 … volatility index. Additionally, the Eurozone implied volatility index was also important. However, the implied volatility indices …

also called "global risk indicators". The MSCI (Morgan Stanley Capital International) Emerging Markets Index, which is the … and used as a benchmark. Therefore, in this study, the relationship between the MSCI EM Index and the global risk … global risk indicators to the MSCI EM Index were determined. …

This study investigates the predictability of a fixed uncertainty index (UI) for realized variances (volatility) in the …

We present a cross-sectional volatility index (CSV) applied to an Asian market as an alternative to the VIX. One … problem with the construction of a VIX-styled index is that it depends on the price of calls and puts, however, the CSV index … may be applied to measure the volatility when no derivatives market exists. We formulate this volatility index based on …