THE RELEVANCE OF CBOE VOLATILITY INDEX TO STOCK MARKETS IN EMERGING ECONOMIES
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 ret...
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| Published in: | Organizations and Markets in Emerging Economies |
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| Main Authors: | , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
Vilniaus Universitetas
2015
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| Subjects: | |
| Online Access: | https://www.redalyc.org/articulo.oa?id=692375777005 |
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