VIX as Predictor Variable of Stock Market Returns

This document studies the power of CBOE Volatility Index (VIX) to predict stock market returns of Standard & Poor's 500 (S&P 500), a good proxy of the USA economy. VIX measures the market’s expectation of S&P 500 volatility, however many authors call it fear index because the value of the index spikes in moments of high selling in financial markets. Even though VIX is a common indicator in technical analysis and market sentiment (Baker & Wurgler, 2007), this study fits better to fundamental analysis of the USA economy as a whole.

The download includes the complete master thesis in docx and pdf. The documents are well structured and correctly formatted. Additionally, it includes the complete project in R programming language, it is used to gather the data from internet, process the data, create all regression models and plot the images present in the management project.

  • Date: 2019-02-24
  • Author: Raúl Bartolomé Castro
  • Tutor: Dr. Steve Wu.
  • Program: Distance Learning MBA
  • Module: Management Project

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Foreign Exchange Products and Drawbacks and Limitations of the Markowitz Portfolio Theory

This assignment is structured in two chapters. Firstly, a summary of foreign exchange products: FX forwards, FX futures, FX options and currency swaps. Secondly, drawbacks and limitations of the Markowitz portfolio theory.

The download includes the complete assignment in docx and pdf. The documents are well structured and correctly formatted.

  • Date: 2017-07-17
  • Author: Raúl Bartolomé Castro
  • Program: Distance Learning MBA
  • Module: International Financial Management

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Financial Analysis Report of Magna International Inc.

Magna International Inc. (NYSE:MGA) is a global automotive supplier with 320 manufacturing centres and sales in 30 countries. The company offers products in body, exterior, chassis, powertrain, seats, electronics, vision, closures, roof systems, engineering service and contract manufacturing. This report is the financial analysis of MGA compared with the industry competitors Continental AG (ETR:CON) and Denso Corp. (DEN) (TYO:6902).

The download includes the complete assignment in docx and pdf. The documents are well structured and correctly formatted.

  • Date: 2017-10-04
  • Author: Raúl Bartolomé Castro
  • Program: Distance Learning MBA
  • Module: Corporate Finance

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Financial Analysis of Magna International Inc.

This report analyses the financial strength and weakness from Magna International Inc. (Magna) compared with the industry and some of its competitors.

The download includes the complete assignment in docx and pdf. The documents are well structured and correctly formatted.

  • Date: 2017-01-08
  • Author: Raúl Bartolomé Castro
  • Program: Distance Learning MBA
  • Module: Business Accounting

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Critical discussing how new technologies impact the equilibrium in product markets. Elaboration on the potential implications of this technology on the economy as a whole

This essay discusses how technologies affect the equilibrium in the product markets taking a microeconomic and macroeconomic approach. It focusses in the automotive sector, a mature industry, with extensive economy of scales, capital intensive and oligopoly competition but with some trend to perfect competition.

The download includes the complete assignment in docx and pdf. The documents are well structured and correctly formatted.

  • Date: 2017-01-08
  • Author: Raúl Bartolomé Castro
  • Program: Distance Learning MBA
  • Module: Business Economics

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