Index is a volatility measure that only captures continuous downside movements in share price, and ignores upside volatility …. Accordingly, investors often want to minimize downside volatility as a part of their portfolio planning. Investors already have … several tools to measure downside volatility, including the lower partial moment and the maximum drawdown. The performance …

macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock … securities make a little less impact on the VIX Index. The TED spread, Financial Stress Index, and Equity Market Volatility …The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as …

index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of …This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear … the volatility in equity markets. However, practitioners observe many periods of divergence between the VIX and S&P 500 …