the implied volatility index of India, denoted by the symbol 'India VIX'. Historical daily data from 18 September, 2009 …Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This … study evaluates the influence of various global implied volatility indices in forecasting the day-to-day binary movements in …

Purpose: This paper examines the associative and causal relationship between changes in the implied volatility index … (VIX) and stock market returns, with data from 15 countries representing both developed and emerging economies.1 We also …. Design/Methodology/Approach: We use daily time series data between January 2013 to July 2019, on VIX and stock index from …

This article studies the connectedness between economic sectors of the Polish stock market. The sectors that are … analysis of the connectedness among sectors is conducted from a statistical and dynamic perspective. Using the time …-varying parameter vector autoregression (TVP-VAR) method, the intensity, direction and variation of volatility spillover between the …