The Causal Relationship Between The S: Critical Analysis of Financial Market Volatility and Its Predictability by Florian AuingerThe Causal Relationship Between The S: Critical Analysis of Financial Market Volatility and Its Predictability by Florian Auinger

The Causal Relationship Between The S: Critical Analysis of Financial Market Volatility and Its…

byFlorian Auinger

Paperback | February 26, 2015

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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.
Florian Auinger wrote his master thesis at the University of Applied Sciences in Steyr, Upper Austria and is currently working in the fields of mergers & acquisitions.
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Title:The Causal Relationship Between The S: Critical Analysis of Financial Market Volatility and Its…Format:PaperbackDimensions:91 pages, 21 × 14.8 × 0.01 inPublished:February 26, 2015Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3658089687

ISBN - 13:9783658089689

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Table of Contents

Risk and Emotions.- Financial Market Volatility.- Behavioural Finance.- VIX Index.