Relevant bibliographies by topics / Index VIX

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Index VIX'

Author: Grafiati
Published: 4 June 2021
Last updated: 12 February 2022

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Journal articles on the topic "Index VIX"

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Shaikh, Imlak, and Puja Padhi. "On the relationship between implied volatility index and equity index returns." Journal of Economic Studies 43, no. 1 (2016): 27–47. http://dx.doi.org/10.1108/jes-12-2013-0198.

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Purpose – The purpose of this paper is to analyze the asymmetric contemporaneous relationship between implied volatility index (India VIX) and Equity Index (S & P CNX Nifty Index). In addition, the study also analyzes the seasonality of implied volatility index in the form of day-of-the-week effects and option expiration cycle. Design/methodology/approach – This study employs simple OLS estimation to analyze the contemporaneous relationship among the volatility index and stock index. In order to obtain robust results, the analysis has been presented for the calendar years and sub-periods.
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Adrangi, Bahram, Arjun Chatrath, Madhuparna Kolay, and Kambiz Raffiee. "Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX." Journal of Risk and Financial Management 14, no. 3 (2021): 114. http://dx.doi.org/10.3390/jrfm14030114.

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This study examines the reaction of the Standard and Poor’s Regional Bank Index (SPRB) to the U.S. equity market fear index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of the volatility in equity markets. However, practitioners observe many periods of divergence between the VIX and S&P 500. Our paper examines the daily data for the period of 2009 through 2019. We show that once the effects of consumer confidence and capacity utilization are accounted for, there is a negative association between the VIX and regional bank p
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G. Russon, Manuel, and Ahmad F. Vakil. "On the non-linear relationship between VIX and realized SP500 volatility." Investment Management and Financial Innovations 14, no. 2 (2017): 200–206. http://dx.doi.org/10.21511/imfi.14(2-1).2017.05.

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VIX, a ticker symbol for Volatility Index, measures the implied annual volatility of at-the-money SP500 Index Options. Conventional wisdom presumes VIX to measure the magnitude (positive or negative) of possible movements in future equity prices, with movements being a positive function of VIX. This research investigates the nature of the relationship between VIX and SP500 volatility, and answers the question as to whether that relationship is linear or nonlinear. Based on this research paper, the authors conclude that the realized SP500 volatility is nonlinear, and grows with the level of VIX
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Ratner, Mitchell, and Chih-Chieh (Jason) Chiu. "Portfolio Effects of VIX Futures Index." Quantitative Finance and Economics 1, no. 3 (2017): 288–99. http://dx.doi.org/10.3934/qfe.2017.3.288.

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Saha, Atanu, Burton G. Malkiel, and Alex Rinaudo. "Has the VIX index been manipulated?" Journal of Asset Management 20, no. 1 (2018): 1–14. http://dx.doi.org/10.1057/s41260-018-00102-4.

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Mariničevaitė, Tamara, and Jovita Ražauskaitė. "The Relevance of Cboe Volatility Index to Stock Markets in Emerging Economies." Organizations and Markets in Emerging Economies 6, no. 1 (2015): 93–106. http://dx.doi.org/10.15388/omee.2015.6.1.14229.

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We examine the capability of CBOE S&P500 Volatility index (VIX) to determine returns of emerging stock market indices as compared to local stock markets volatility indicators. Our study considers CBOE S&P500 VIX, local BRIC stock market volatility indices and BRIC stock market MSCI indices daily returns in the period from January 1, 2009 to September 30, 2014. Research is conducted in two steps. First, we perform Spearman correlation analysis between daily changes in CBOE S&P500 VIX, local BRIC stock market VIX and MSCI BRIC stock market indices returns. Second, we perform multiple
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Dr. Avijit Sikdar. "Study of Association between Volatility Index and Nifty using VECM." International Journal of Engineering and Management Research 11, no. 1 (2021): 200–204. http://dx.doi.org/10.31033/ijemr.11.1.27.

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Volatility in capital markets is the measure degree of variability of stock return from their expected return. The volatility in the capital market is the basis for price discovery in the financial asset. The volatility index (VIX) is the measurement index of the volatility of the capital market. It is the fear index of the capital market. The concept is first coined in 1993 in Chicago Board Options Exchange (CBOE). In India, such an index was introduced in 2008 by NSE. India VIX calculates the expected market volatility over the coming thirty days on Nifty Options. It Market index is the perf
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Hancock, G. D. "Behind the Volatility Index Levels: The Paradox of 2016." International Research in Economics and Finance 1, no. 1 (2017): 44. http://dx.doi.org/10.20849/iref.v1i1.270.

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The low 2016 volatility index levels present a paradox in light of previous research suggesting periods of uncertainty and negative news events should reflect higher VIX levels. This study uses daily data for the VIX, VIX futures and the VVIX, to examine the information content of variations in the natural logarithmic changes in the index levels relative to 12 other parallel time periods encompassing 2004-2016. Straight-forward variation and predictive tests are constructed to determine signs of unusual market volatility behavior. The results reveal strong evidence of unusual volatility behavi
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Magafas, L., M. Hanias, A. Tavlatou, and P. Kostantaki. "Non-Linear Properties of the VIX Index." International Journal of Productivity Management and Assessment Technologies 5, no. 2 (2017): 16–24. http://dx.doi.org/10.4018/ijpmat.2017070102.

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This paper applies non-linear methods to analyze and predict the daily VIX index which is one of the most important stock indexes in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. The research employs Grassberger and Procaccia's methodology in the time series analysis in order to estimate the correlation and minimum embedding dimensions of the corresponding strange attractor. To achieve from the sample a multistep ahead prediction, the article gives the averag
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GRASSELLI, MARTINO, and LAKSHITHE WAGALATH. "VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK." International Journal of Theoretical and Applied Finance 23, no. 05 (2020): 2050033. http://dx.doi.org/10.1142/s0219024920500338.

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We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link the properties of VXX to those of the VIX in a tractable way. In particular, we quantify the systematic loss observed empirically for VXX when the VIX futures term-structure is in contango and we derive option prices, implied volatilities and skews of VXX from those of VIX in infinitesimal developments. We also perform a calibration on real data which highlights the flexibility of our model in fitting the futures and the vanilla options mar
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Dissertations / Theses on the topic "Index VIX"

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Xin, Mao. "The VIX Volatility Index." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-153705.

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Koráb, Pavel. "Analýza vlivu fundamentálních zpráv na pohyby indexu VIX." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264012.

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The thesis investigates the impact of the fundamental news announcements on the movements of the VIX volatility index and the VIX Futures prices. The theoretical part of the thesis explains the construction of the VIX Index and the VIX Futures, describes the most important fundamental news for the US economy and presents a methodology for the modelling of the relationship between the news announcements and the VIX index movements with a simple linear regression model. In the empirical part of the thesis, we analyze the impact of 105 US fundamental news, from the Reuters Eikon database, on the
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Stanley, Spencer, and William Trainor. "FORECASTS AND IMPLICATIONS USING VIX OPTIONS." Digital Commons @ East Tennessee State University, 2021. https://dc.etsu.edu/honors/619.

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This study examines the Chicago Board Option Exchange (CBOE) Volatility Index (VIX) which is the implied volatility calculated from short-term option prices on the Standards & Poor’s 500 stock index (S&P 500). Findings suggest VIX overestimates average volatility by approximately 3% but explains 55% of S&P 500’s proceeding month’s volatility. The implied volatility (IV) from options on the VIX add additional explanatory power for the S&P’s 500 proceeding kurtosis values (a measure of tail risk). The VIX option’s volatility smirks did not add additional explanatory power for explaining the S&P
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Fransson, Oskar, and Almqvist Henrik Mark. "Trading Volatility : Trading strategies based on the VIX term structure." Thesis, Umeå universitet, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172989.

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This study investigates how term structure dynamics of VIX futures can be exploited forabnormal returns. To be able to access volatility as a tradeable asset, the trading strategiesonly trades ETFs which are designed to replicate the movements of VIX futures index. Itis established that such ETFs are unsuitable for buy-and-hold investments because of thenegative roll yield it usually suffers, caused by the slope of the VIX term structure.Consequently, these conditions create opportunities for strategies that use direct andinverse VIX ETFs to be profitable. The study is a quantitative study tha
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Kozyreva, Maria. "How reliable is implied volatility A comparison between implied and actual volatility on an index at the Nordic Market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1635.

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<p>Volatility forecast plays a central role in the financial decision making process. An intrinsic purpose of any investor is profit earning. For that purpose investors need to estimate the risk. One of the most efficient</p><p>methods to this end is the volatility estimation. In this theses I compare the CBOE Volatility Index, (VIX) with the actual volatility on an index at the Nordic Market. The actual volatility is defined as the one-day-ahead prediction as calculated by using the GARCH(1,1) model. By using the VIX model I performed consecutive predictions 30 days ahead between February the
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Ding, Liang. "Information Diffusion across Financial Markets." Kent State University / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=kent1281058095.

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Bigdeli, Sam, and Filip Bengtsson. "Portfolio Optimization : A DCC-GARCH forecast with implied volatility." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85992.

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This thesis performs portfolio optimization using three allocation methods, Certainty Equivalence Tangency (CET), Global Minimum Variance (GMV) and Minimum Conditional Value-at-Risk (MinCVaR). We estimate expected returns and covariance matrices based on 7 stock market indices with a DCC-GARCH model including an ARMA (1.1) process and an external regressor of an implied volatility index (VIX). We then simulate returns using a rolling window of 500 daily observations and construct portfolios based on the allocation methods. The results suggest that the model can sufficiently estimate expected r
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Van, der Merwe Justin. "Pricing index-linked catastrophe bonds via Monte Carlo simulation." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20647.

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The pricing framework used in this dissertation allows for the specification of catastrophe risk under the real-world measure. This gives the user a great deal of freedom in the assumptions made about the underlying catastrophe risk process (referred to in this dissertation as the aggregate loss process). Therefore, this dissertation aims to shed light on the effect of various assumptions and considerations on index-linked CAT bond prices based on the Property Claims Services (PCS) index. Also, given the lack of a closed-form solution to the pricing formulae used and the lack of a liquidly-tra
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Khan, Dominique-Sila. "Bâbâ Râmdeo, "dieu des parias" : traditions religieuses et culturelles dans une communauté d'intouchables au Rajasthan." Paris 7, 1995. http://www.theses.fr/1993PA070132.

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Baba ramdeo, egalement appele ranshah pir, est une divinite populaire de l'inde traditionnellement adoree par un groupe d'intouchables hindous, les meghwal; mais de nos jours elle est reveree pratiquement par toutes les castes et communautes religieuses du rajasthan. Son sanctuaire se presente a la fois comme un dargah ou tombeau de saint musulman et comme un temple hindou. La tradition orale des meghwal et de leurs pretres, les kamad, permet de retracer l'origine ismaelienne du personnage historique de ramdeo et de la secte qu'il fonda. Le syncretisme religieux qui caracterise le mouvement a
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García, Gabriel. "Raúl Gutiérrez, (ed.): Los símiles de la República VI – VII de Platón, Lima: Pontificia Universidad Católica del Perú, 2003, 200 pp." Pontificia Universidad Católica del Perú - Departamento de Humanidades, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/113105.

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Books on the topic "Index VIX"

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Auinger, Florian. The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6.

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Illustration index VII, 1987-1991. Scarecrow Press, 1993.

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Montignac, Michel. Sekrety pitanii︠a︡: Chudesnye svoĭstva vin. Oniks 21 vek, 2004.

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Ḥaz̤rat, Pīr Muḥammad Shāh Lāʾibrerī aur Rīsarc Sainṭar (Ahmadābād India). Title index of catalogues of Arabic, Persian & Urdu manuscripts: Volumes I to VII. Hazrat PirMohammed Shah Library and Research Centre, 2003.

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Notovitch, Nicolas. La Vie inconnue de Jésus-Christ en Inde et au Tibet. Pardès, 2004.

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Marie, Kroeger, ed. An index to Anglo-American psalmody in modern critical editions. A-R Editions, 2000.

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Parini, Jay. [Aidoo ... Thompson: Cumulative index for volumes I-VII, supplements I-XV, and retrospective supplements I-II]. Scribner, 2010.

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Souvenirs d'Asie: Inde & Malaisie : vie d'un prêtre français, missionnaire au vingtième siècle. Harmattan, 1995.

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Viramma. Une vie paria: Le rire des asservis, pays tamoul, Inde du Sud. Plon, 1994.

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Canada. Revised customs act, 49 Vic., Chap. 32, as amended by 51 Vic., Chap. 14 and 52 Vic., Chap. 14: With analytical index for use of collectors and officers of customs. Customs Department, 2003.

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Book chapters on the topic "Index VIX"

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Auinger, Florian. "VIX Index." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_6.

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Nwogugu, Michael I. C. "Human Computer Interaction, Misrepresentation and Evolutionary Homomorphisms in the VIX and Options-Based Indices in Incomplete Markets with Unaggregated Preferences and NT-Utilities Under a Regret Minimization Regime." In Indices, Index Funds And ETFs. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-137-44701-2_8.

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Auinger, Florian. "Introduction." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_1.

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Auinger, Florian. "Methodology." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_2.

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Auinger, Florian. "Risk and Emotions." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_3.

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Auinger, Florian. "Financial Market Volatility." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_4.

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Auinger, Florian. "Behavioural Finance." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_5.

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Auinger, Florian. "Empirical Results." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_7.

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Auinger, Florian. "Discussion." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_8.

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Auinger, Florian. "Conclusion." In The Causal Relationship between the S&P 500 and the VIX Index. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-08969-6_9.

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Conference papers on the topic "Index VIX"

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Czech, Katarzyna. "Is a Japanese yen a safe haven? Relationship between Japanese currency and financial market uncertainty." In 3rd International Conference on Administrative & Financial Sciences. Cihan University - Erbil, 2021. http://dx.doi.org/10.24086/afs2020/paper.353.

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Japan's low-interest rates made the country's currency the primary funding currency in carry trade speculative strategies. Investors' activity in carry trade strategies has an enormous impact on the foreign exchange market volatility. A large inflow of capital to countries with higher interest rates contributes to their currency appreciation, and, in turn, a large outflow of capital from countries with a low-interest rate leads to a significant depreciation of their currency. However, in times of crisis and high uncertainty in the financial markets, investors massively withdraw from the carry
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"Author Index." In 2008 International Conference Visualisation. IEEE, 2008. http://dx.doi.org/10.1109/vis.2008.23.

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"Author Index." In 2009 Second International Conference in Visualisation (VIZ). IEEE, 2009. http://dx.doi.org/10.1109/viz.2009.37.

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"Author index." In Proceedings Visualization 2000. VIS 2000. IEEE, 2000. http://dx.doi.org/10.1109/visual.2000.885746.

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"Author Index." In Proceedings VIS 2001. Visualization 2001. IEEE, 2001. http://dx.doi.org/10.1109/visual.2001.964565.

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"Author Index." In 2020 IEEE Visualization Conference (VIS). IEEE, 2020. http://dx.doi.org/10.1109/vis47514.2020.00067.

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"Author Index." In 2020 IEEE VIS Arts Program (VISAP). IEEE, 2020. http://dx.doi.org/10.1109/visap51628.2020.00012.

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"Index." In Construction Congress VI. American Society of Civil Engineers, 2000. http://dx.doi.org/10.1061/9780784404751.in.

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"Author index." In 2011 VII Southern Conference on Programmable Logic (SPL). IEEE, 2011. http://dx.doi.org/10.1109/spl.2011.5782104.

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"Author index." In 2017 VII Brazilian Symposium on Computing Systems Engineering (SBESC). IEEE, 2017. http://dx.doi.org/10.1109/sbesc.2017.39.

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Reports on the topic "Index VIX"

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Przygienda, T., S. Aldrin, and Z. Zhang. Bit Index Explicit Replication (BIER) Support via IS-IS. Edited by L. Ginsberg. RFC Editor, 2018. http://dx.doi.org/10.17487/rfc8401.

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Zheng, Haixing. Refractive Index Gradient (GRIN) Lens via the Sol-Gel Process. Defense Technical Information Center, 1995. http://dx.doi.org/10.21236/ada301106.

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Dueker, Michael J., and Charles R. Nelson. Business Cycle Filtering of Macroeconomic Date via a Latent Business Cycle Index. Federal Reserve Bank of St. Louis, 2002. http://dx.doi.org/10.20955/wp.2002.025.

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Peeler, D. K., A. S. Taylor, and T. B. Edwards. Definition of an Acceptable Glass composition Region (AGCR) via an Index System and a Partitioning Function. Office of Scientific and Technical Information (OSTI), 2005. http://dx.doi.org/10.2172/881454.

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Treadwell, Jonathan R., James T. Reston, Benjamin Rouse, Joann Fontanarosa, Neha Patel, and Nikhil K. Mull. Automated-Entry Patient-Generated Health Data for Chronic Conditions: The Evidence on Health Outcomes. Agency for Healthcare Research and Quality (AHRQ), 2021. http://dx.doi.org/10.23970/ahrqepctb38.

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Background. Automated-entry consumer devices that collect and transmit patient-generated health data (PGHD) are being evaluated as potential tools to aid in the management of chronic diseases. The need exists to evaluate the evidence regarding consumer PGHD technologies, particularly for devices that have not gone through Food and Drug Administration evaluation. Purpose. To summarize the research related to automated-entry consumer health technologies that provide PGHD for the prevention or management of 11 chronic diseases. Methods. The project scope was determined through discussions with Ke
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