VIX
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Abstract
VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge.
Research Area
Financial Markets
Keywords
monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures, public financial news, stock market, nlp, dictionary, lstm neural networks, investor sentiment, s&p 500
JEL Classification
G10, G12, E44, G14, G17, C45, C63
Working Paper References
Topic
Financial Markets
Trading and Pricing
Saving and Borrowing
Trading and Pricing
Saving and Borrowing
Publication Type
Research Data
Link to Publication
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- External Research Data [777]
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