Long Term Causality in VIX Markets

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Publisher :
ISBN 13 :
Total Pages : 47 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Long Term Causality in VIX Markets by : Michail Anthropelos

Download or read book Long Term Causality in VIX Markets written by Michail Anthropelos and published by . This book was released on 2018 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies the dynamic relationship between the CBOE VIX index spot and futures returns by applying multi-period, non-parametric, Granger non-causality tests and measurements on conditional distributions. In contrast to the related empirical studies, it is found that VIX futures returns are strong causal for VIX spot returns, not only in the short run, but also at higher time horizons. The predictive content of the VIX futures varies widely with the prediction horizon and maturity. In particular, the returns of VIX futures with low maturities have intense predictive ability for VIX spot returns in the short run, while the causal effects from VIX futures with longer maturities are found to last longer. Evidence of bidirectional causation at multiple time horizons is also documented between VIX spot returns and the returns of futures with medium and long-term maturities. An out-of-sample forecasting exercise also supports our main findings.

Handbook of Research on Social and Economic Development in the European Union

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Publisher : IGI Global
ISBN 13 : 1799811905
Total Pages : 614 pages
Book Rating : 4.7/5 (998 download)

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Book Synopsis Handbook of Research on Social and Economic Development in the European Union by : Bayar, Yilmaz

Download or read book Handbook of Research on Social and Economic Development in the European Union written by Bayar, Yilmaz and published by IGI Global. This book was released on 2019-11-29 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: The EU has experienced serious economic and political crises such as the sovereign debt crisis and Brexit in the past few years. However, despite these issues, the EU has implemented considerable institutional, fiscal, and collective improvements during the unification process to continue as a significant actor in the global economy. The Handbook of Research on Social and Economic Development in the European Union provides a multidisciplinary evaluation of the institutional, economic, and social development of the European Union and makes inferences for the future dynamics and collaborations of the EU, the global economy, and other countries. Featuring coverage on a broad range of topics such as energy security, gender discrimination, and global economics, this book is ideally designed for government officials, policymakers, world leaders, politicians, diplomats, international relations officers, economists, business professionals, historians, market analysts, academicians, researchers, and students concerned about the multifaceted integration processes surrounding the EU.

Handbook of Research on Stock Market Investment Practices and Portfolio Management

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Publisher : IGI Global
ISBN 13 : 1668455307
Total Pages : 496 pages
Book Rating : 4.6/5 (684 download)

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Book Synopsis Handbook of Research on Stock Market Investment Practices and Portfolio Management by : Sharma, Renuka

Download or read book Handbook of Research on Stock Market Investment Practices and Portfolio Management written by Sharma, Renuka and published by IGI Global. This book was released on 2022-06-30 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the first time since the Great Depression, financial market issues threatened to derail global economic growth. This global financial crisis forced a reconsideration of systemic vulnerabilities with knowledge of numerous investment options and portfolio management strategies becoming more critical than ever before. A complete study of investment choices and portfolio management approaches in both the developing and developed worlds is required to achieve stability and sustainability. The Handbook of Research on Stock Market Investment Practices and Portfolio Management gives a thorough view on the recent developments in investment options and portfolio management strategies in global stock markets. Learning about the many investment options and portfolio management strategies available in the event of a worldwide catastrophe is critical. Covering topics such as AI-based technical analysis, marketing theory, and sharing economy, this major reference work is an excellent resource for investors, traders, economists, business leaders and executives, marketers, students and faculty of higher education, librarians, researchers, and academicians.

McMillan on Options

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Publisher : John Wiley & Sons
ISBN 13 : 1118045882
Total Pages : 672 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis McMillan on Options by : Lawrence G. McMillan

Download or read book McMillan on Options written by Lawrence G. McMillan and published by John Wiley & Sons. This book was released on 2011-02-15 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Legendary trader Larry McMillan does it-again-offering his personal options strategies for consistently enhancing trading profits Larry McMillan's name is virtually synonymous with options. This "Trader's Hall of Fame" recipient first shared his personal options strategies and techniques in the original McMillan on Options. Now, in a revised and Second Edition, this indispensable guide to the world of options addresses a myriad of new techniques and methods needed for profiting consistently in today's fast-paced investment arena. This thoroughly new Second Edition features updates in almost every chapter as well as enhanced coverage of many new and increasingly popular products. It also offers McMillan's personal philosophy on options, and reveals many of his previously unpublished personal insights. Readers will soon discover why Yale Hirsch of the Stock Trader's Almanac says, "McMillan is an options guru par excellence."

Handbook of Research on Global Networking Post COVID-19

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Publisher : IGI Global
ISBN 13 : 1799888584
Total Pages : 624 pages
Book Rating : 4.7/5 (998 download)

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Book Synopsis Handbook of Research on Global Networking Post COVID-19 by : Pego, Ana

Download or read book Handbook of Research on Global Networking Post COVID-19 written by Pego, Ana and published by IGI Global. This book was released on 2022-06-03 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: Management methodology and its applicability in society has changed drastically during the COVID-19 pandemic. Organizations have had to adopt new forms of resilience based on the needs of a different consumer. The COVID-19 market is a challenge for both producers and consumers as it meets new needs and a new capacity of merchandising. The Handbook of Research on Global Networking Post-COVID-19 fully unleashes the broad potential of entrepreneurial activity by exploring and highlighting new businesses and, as a result, the well-being of millions of people globally throughout the COVID-19 pandemic and prospects for the future. Delving into topics such as student empowerment, economic sectors, and personal finance, this book is an essential resource for managers, CEOs, consultants, faculty of higher education, students, researchers, policymakers, and academicians.

Analyzing and Managing Fiscal Risks - Best Practices

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Publisher : International Monetary Fund
ISBN 13 : 1498345662
Total Pages : 61 pages
Book Rating : 4.4/5 (983 download)

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Book Synopsis Analyzing and Managing Fiscal Risks - Best Practices by : International Monetary Fund. Fiscal Affairs Dept.

Download or read book Analyzing and Managing Fiscal Risks - Best Practices written by International Monetary Fund. Fiscal Affairs Dept. and published by International Monetary Fund. This book was released on 2016-04-05 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive analysis and management of fiscal risks can help ensure sound fiscal public finances and macroeconomic stability. This has been underscored by the global financial crisis and the more recent collapse in commodity prices, which starkly illustrate the vulnerability of public finances to risk. Indeed, over the past quarter century, governments experienced on average an adverse fiscal shock of 6 percent of GDP once every 12 years, with some of the largest stemming from financial crises. Countries need a more complete understanding of these potential threats to their fiscal position. Existing fiscal risk disclosure and analysis practices tend to be incomplete, fragmented, and qualitative in nature. A more comprehensive and integrated assessment of the potential shocks to government finances, in the form of a fiscal stress test, can help policymakers simulate the effects of shocks to their central forecasts and their implications for government solvency, liquidity, and financing needs. Comprehensive, reliable, and timely fiscal data covering all public entities, stocks, and flows are a necessary foundation for such analysis. Countries should also enhance their capacity to mitigate and manage fiscal risks. Fiscal risk management practices are often blunt, ad hoc, and too focused on imposing limits on the creation of exposures. Countries need to expand their toolkits for fiscal risk management and adopt the use of instruments to transfer, share, or provision for risks. In doing so, countries need to weigh the possible benefits from reducing their exposure to shocks against the financial and other costs of the policies that may be needed. Finally, countries should make greater use of probabilistic forecasting methods when setting long-run objectives and medium-term targets for fiscal policy. The paper illustrates how simple probabilistic tools can be used to map the uncertainty around medium-term trajectories for public debt. In combination with fiscal stress tests, these tools can provide valuable information regarding the probabilities that a country will stay within the debt ceilings embedded in their fiscal rules. The Fund is playing an important role in supporting improvements in fiscal risk analysis and management among its members. This includes technical assistance in constructing public sector balance sheets; developing institutions and capacity to identify specific fiscal risks and to quantify their potential impact; undertaking fiscal stress tests; and integrating risks into the design of medium-term fiscal targets.

Insurance and Risk Management for Disruptions in Social, Economic and Environmental Systems

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Publisher : Emerald Group Publishing
ISBN 13 : 1801171416
Total Pages : 235 pages
Book Rating : 4.8/5 (11 download)

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Book Synopsis Insurance and Risk Management for Disruptions in Social, Economic and Environmental Systems by : Simon Grima

Download or read book Insurance and Risk Management for Disruptions in Social, Economic and Environmental Systems written by Simon Grima and published by Emerald Group Publishing. This book was released on 2022-01-24 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: Insurance and Risk Management for Disruptions in Social, Economic and Environmental Systems is a collection of 13 chapters and studies about Insurance and Risk management in response to disruptions caused by social, economic, and environmental challenges to try and stabilize the economy in an effort to ensure sustainability.

Interpretive Research: Economics and Administration Sciences

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Publisher : Livre de Lyon
ISBN 13 : 2382363037
Total Pages : 316 pages
Book Rating : 4.3/5 (823 download)

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Book Synopsis Interpretive Research: Economics and Administration Sciences by : Erkan USTAOĞLU

Download or read book Interpretive Research: Economics and Administration Sciences written by Erkan USTAOĞLU and published by Livre de Lyon. This book was released on 2022-10-15 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interpretive Research: Economics and Administration Sciences , Livre de Lyon

Effective Investments on Capital Markets

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Publisher : Springer
ISBN 13 : 3030212742
Total Pages : 510 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Effective Investments on Capital Markets by : Waldemar Tarczyński

Download or read book Effective Investments on Capital Markets written by Waldemar Tarczyński and published by Springer. This book was released on 2019-07-17 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume presents current research and innovative solutions into capital markets, particularly in Poland. Featuring contributions presented at the 10th Capital Market Effective Investments (CMEI 2018) conference held in Międzyzdroje, Poland, this book explores the future of capital markets in Poland as well as comparing it with the capital markets of other developed regions around the world. Divided into four parts, the enclosed papers provide a background into the theoretical foundations of capital market investments, explores different approaches—both classical and contemporary—to investment decision making, analyzes the behaviors of investors using experimental economics and behavioral finance, and explores practical issues related to financial market investments, including real case studies. In addition, each part of the book begins with an introductory chapter written by thematic editors that provides an outline of the subject area and a summary of the papers presented.

Trading VIX Derivatives

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Publisher : John Wiley & Sons
ISBN 13 : 0470933089
Total Pages : 293 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis Trading VIX Derivatives by : Russell Rhoads

Download or read book Trading VIX Derivatives written by Russell Rhoads and published by John Wiley & Sons. This book was released on 2011-08-09 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. Trading VIX Derivatives will show you how to use the Chicago Board Options Exchange's S&P 500 volatility index to gauge fear and greed in the market, use market volatility to your advantage, and hedge stock portfolios. Engaging and informative, this book skillfully explains the mechanics and strategies associated with trading VIX options, futures, exchange traded notes, and options on exchange traded notes. Many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, traders can use a variety of strategies to speculate outright on the direction of market volatility, but they can also utilize these products in conjunction with other instruments to create spread trades or hedge their overall risk. Reviews how to use the VIX to forecast market turning points, as well as reveals what it takes to implement trading strategies using VIX options, futures, and ETNs Accessible to active individual traders, but sufficiently sophisticated for professional traders Offers insights on how volatility-based strategies can be used to provide diversification and enhance returns Written by Russell Rhoads, a top instructor at the CBOE's Options Institute, this book reflects on the wide range of uses associated with the VIX and will interest anyone looking for profitable new forecasting and trading techniques.

The Option-iPoD

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Publisher : International Monetary Fund
ISBN 13 : 1451870523
Total Pages : 31 pages
Book Rating : 4.4/5 (518 download)

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Book Synopsis The Option-iPoD by : Christian Capuano

Download or read book The Option-iPoD written by Christian Capuano and published by International Monetary Fund. This book was released on 2008-08-01 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present a framework to derive the probability of default implied by the price of equity options. The framework does not require any strong statistical assumption, and provide results that are informative on the expected developments of balance sheet variables, such as assets, equity and leverage, and on the Greek letters (delta, gamma and vega). We show how to extend the framework by using information from the price of a zero-coupon bond and CDS-spreads. In the episode of the collapse of Bear Stearns, option-iPoD was able to early signal market sentiment.

Migrants and Markets

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Publisher : Amsterdam University Press
ISBN 13 : 9053566848
Total Pages : 248 pages
Book Rating : 4.0/5 (535 download)

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Book Synopsis Migrants and Markets by : Holger Kolb

Download or read book Migrants and Markets written by Holger Kolb and published by Amsterdam University Press. This book was released on 2008 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the course of their interaction, economics and migration research have treated each other with mutual indifference. When migration research attempted to overstretch its bounds, economics reduced its analytical scope to those areas that originally seemed to belong to the genuine economic sphere. This volume considers eleven case studies that aim to overcome the artificial barrier between the two disciplines by applying the economic method to migratory phenomena, utilizing economic theories in order to explain migratory patterns, and regarding the structure and development of markets as crucial to the shaping of population stocks and the flow of migrants.

A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India

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Publisher : Archers & Elevators Publishing House
ISBN 13 : 9386501899
Total Pages : pages
Book Rating : 4.3/5 (865 download)

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Book Synopsis A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India by : Dr GangineniDhanaiah

Download or read book A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India written by Dr GangineniDhanaiah and published by Archers & Elevators Publishing House. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Gross Private Capital Flows to Emerging Markets

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Publisher : International Monetary Fund
ISBN 13 : 1498352928
Total Pages : 35 pages
Book Rating : 4.4/5 (983 download)

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Book Synopsis Gross Private Capital Flows to Emerging Markets by : Erlend Nier

Download or read book Gross Private Capital Flows to Emerging Markets written by Erlend Nier and published by International Monetary Fund. This book was released on 2014-10-27 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper assesses empirically the key drivers of private capital flows to a large sample of emerging market economies in the last decade. It analyzes the effect of the global financial cycle, measured by the VIX, on capital flows and investigates the role of fundamentals and country characteristics in mitigating or amplifying its effect. Using interaction models, we find the effect of the VIX to be non-linear. For low levels of the VIX, capital flows are driven by fundamental factors. During periods of stress, the VIX becomes the dominant driver of capital flows while other determinants, with the exception of interest rate differentials, lose statistical significance. Our results also suggest that the effect of global financial conditions on gross private capital flows increases with the host country’s level of financial sector development. Finally, our results imply that countries cannot fully insulate themselves from global financial shocks, unless creating a fragmented global financial system.

Handbook of Economic Forecasting

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Publisher : Elsevier
ISBN 13 : 0444627405
Total Pages : 667 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Handbook of Economic Forecasting by : Graham Elliott

Download or read book Handbook of Economic Forecasting written by Graham Elliott and published by Elsevier. This book was released on 2013-08-23 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics

The Role of Financial Inclusion for Reaching Sustainable Development Goals

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Publisher : IGI Global
ISBN 13 :
Total Pages : 346 pages
Book Rating : 4.3/5 (693 download)

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Book Synopsis The Role of Financial Inclusion for Reaching Sustainable Development Goals by : Jungo, João

Download or read book The Role of Financial Inclusion for Reaching Sustainable Development Goals written by Jungo, João and published by IGI Global. This book was released on 2024-02-12 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today's world, financial inclusion has emerged as a critical tool for fostering inclusive economic growth and achieving sustainable development goals. The Role of Financial Inclusion for Reaching Sustainable Development Goals presents a comprehensive exploration of the subject, offering a vital resource for anyone seeking to grasp the intricacies of this dynamic and evolving field. This book assembles a collection of cutting-edge research on financial inclusion, featuring contributions from diverse contributing authors with expertise in various aspects of finance and economics. The volume is structured to examine the main trends and challenges surrounding financial inclusion, while shedding light on its implications for different economies and societies. From the determinants of financial inclusion to its effects on economic agents, financial institutions, and entire economies, each chapter delves into crucial questions, exploring both the theoretical and empirical aspects of the topic. By examining the challenges and implications of financial inclusion in an international context, this book emerges as a relevant and timely reference for policymakers, academics, and financial professionals alike. This book emphasizes the broader social and political impact of financial inclusion, discussing its correlation with issues such as gender inequality, education expenses, health expenses, access to water and sanitation, environmental inequality, and energy needs.

From Physics to Econophysics and Back: Methods and Insights

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Publisher : Frontiers Media SA
ISBN 13 : 2889765199
Total Pages : 341 pages
Book Rating : 4.8/5 (897 download)

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Book Synopsis From Physics to Econophysics and Back: Methods and Insights by : Siew Ann Cheong

Download or read book From Physics to Econophysics and Back: Methods and Insights written by Siew Ann Cheong and published by Frontiers Media SA. This book was released on 2022-07-06 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: