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 …

The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as … 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 …

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 …