Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?

Amarendra Acharya, Subrat Kumar Seet and Prakash A. Salvi

Year of publication:	September 2022
Authors:	Acharya, Amarendra ; Seet, Subrat Kumar ; Salvi, Prakash A.
Publisher:	[Mumbai] : Reserve Bank of India, Department of Economic and Policy Research
Subject:	Implied Volatility Index \| Forward-looking return \| OLS Newey-West \| Volatilität \| Volatility \| Aktienindex \| Stock index \| Indien \| India \| Index \| Index number \| Aktienmarkt \| Stock market \| Optionsgeschäft \| Option trading \| Index-Futures \| Index futures

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