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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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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