| 000 | 02653nam a22004335i 4500 | ||
|---|---|---|---|
| 001 | vtls000561372 | ||
| 003 | RU-ToGU | ||
| 005 | 20210922090529.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 170213s2015 gw | s |||| 0|eng d | ||
| 020 |
_a9783658089696 _9978-3-658-08969-6 |
||
| 024 | 7 |
_a10.1007/978-3-658-08969-6 _2doi |
|
| 035 | _ato000561372 | ||
| 040 |
_aSpringer _cSpringer _dRU-ToGU |
||
| 050 | 4 | _aHG1-HG9999 | |
| 072 | 7 |
_aKFF _2bicssc |
|
| 072 | 7 |
_aBUS027000 _2bisacsh |
|
| 082 | 0 | 4 |
_a332 _223 |
| 100 | 1 |
_aAuinger, Florian. _eauthor. _9469062 |
|
| 245 | 1 | 4 |
_aThe Causal Relationship between the S&P 500 and the VIX Index _helectronic resource _bCritical Analysis of Financial Market Volatility and Its Predictability / _cby Florian Auinger. |
| 260 |
_aWiesbaden : _bSpringer Fachmedien Wiesbaden : _bImprint: Springer Gabler, _c2015. |
||
| 300 |
_aXIII, 91 p. 34 illus. _bonline resource. |
||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 490 | 1 | _aBestMasters | |
| 505 | 0 | _aRisk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index. | |
| 520 | _aFlorian 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. Contents Risk and Emotions Financial Market Volatility Behavioural Finance VIX Index Target Groups Researchers and students in the fields of risk management, portfolio management and investment banking Practitioners in these areas The Author 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. | ||
| 650 | 0 |
_aFinance. _9142509 |
|
| 650 | 1 | 4 |
_aFinance. _9142509 |
| 650 | 2 | 4 |
_aFinance, general. _9460231 |
| 710 | 2 |
_aSpringerLink (Online service) _9143950 |
|
| 773 | 0 | _tSpringer eBooks | |
| 830 | 0 |
_aBestMasters _9567407 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-658-08969-6 |
| 912 | _aZDB-2-SBE | ||
| 999 | _c416223 | ||