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Changing Correlations: Rising VIX and Violent Market Moves

In: Investing in the Modern Age

Author

Listed:
  • Rachel E. S. Ziemba

    (Roubini Global Economics, UK)

  • William T. Ziemba

    (University of British Columbia, Canada)

Abstract

The following sections are included:Growth of derivativesOilGoldUS stock market and economyCurrenciesEuropeIceland

Suggested Citation

  • Rachel E. S. Ziemba & William T. Ziemba, 2013. "Changing Correlations: Rising VIX and Violent Market Moves," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 20, pages 239-254, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814504751_0020
    as

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