The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
The paper aims to examine implied volatility as the investor fear gauge or/and forward-looking expectation of future stock market volatility within emerging markets setting-India VIX. The earliest results evidenced that VIX is the gauge of investor fear, where in the expected stock market volatility...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2015-03-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845014000416 |