Search Results - subject:"Fear Index"

Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK

Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot Mindaye - In: Studies in economics and finance 40 (2023) 1, pp. 192-212

Persistent link: https://www.econbiz.de/10013503892

Forecasting the direction of daily changes in the India VIX index using machine learning

Prasad, Akhilesh; Bakhshi, Priti - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-26

Movements in the India VIX are an important gauge of how the market's risk perception shifts from day to day. This research attempts to forecast movements one day ahead of the India VIX using logistic regression and 11 ensemble learning classifiers. The period of study is from April 2009 to...

Persistent link: https://www.econbiz.de/10014332708

Role of the global volatility indices in predicting the volatility index of the Indian economy

Prasad, Akhilesh; Bakhshi, Priti - In: Risks : open access journal 10 (2022) 12, pp. 1-18

Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This …

Persistent link: https://www.econbiz.de/10014230843

Forecasting the direction of daily changes in the India VIX index using machine learning

Prasad, Akhilesh; Bakhshi, Priti - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-26

Movements in the India VIX are an important gauge of how the market’s risk perception shifts from day to day. This research attempts to forecast movements one day ahead of the India VIX using logistic regression and 11 ensemble learning classifiers. The period of study is from April 2009 to...

Persistent link: https://www.econbiz.de/10014284423

Can migration fear and policy uncertainty be the source of macroeconomic fluctuations?

Ceylan, Fatih; Ünlü, Mustafa - In: Croatian economic survey 26 (2024) 1, pp. 5-36

Persistent link: https://www.econbiz.de/10015066191

Unveiling the impact of COVID-19 fear on the success of Indian IPOs : a comprehensive examination

Kalra, Shivani; Singh, Amit Kumar; Gupta, Sunidhi; … - In: Mudra : journal of finance and accounting 11 (2024) 1, pp. 20-35

Persistent link: https://www.econbiz.de/10015063486

The interactions between COVID-19 cases in the USA, the VIX index and major stock markets

Grima, Simon; Özdemir, Letife; Özen, Ercan; … - In: International Journal of Financial Studies 9 (2021) 2, pp. 1-19

With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the early stage of the pandemic period. To do...

Persistent link: https://www.econbiz.de/10013200351

Decomposing the VIX index into greed and fear

Serur, Juan Andrés; Dapena, José P.; Siri, Julián R. - 2021

Persistent link: https://www.econbiz.de/10012609583

Business uncertainty during the Covid-19 pandemic : assessment based on the Pandemic Fear Index and economic surveys

Janecki, Jarosław - In: European research studies 24 (2021) 3, pp. 561-570

Persistent link: https://www.econbiz.de/10012666314

Decomposing the VIX index into greed and fear

Serur, Juan Andrés; Dapena, José P.; Siri, Julián R. - 2021

Persistent link: https://www.econbiz.de/10012491391