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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
The Causal Relationship Between the S&p 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability

The Causal Relationship Between the S&p 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability

Auinger, Florian

Paperback

Series: Bestmasters

AccountingInvesting & Finance

ISBN10: 3658089687
ISBN13: 9783658089689
Publisher: Springer Nature
Published: Feb 26 2015
Pages: 91
Weight: 0.33
Height: 0.26 Width: 5.83 Depth: 8.27
Language: English
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions.

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