Volatility – ubiquitous, yet evasive?

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Date

Authors

Mare, Eben

Journal Title

Journal ISSN

Volume Title

Publisher

Treasury Management International

Abstract

In this article we discuss aspects of asset class volatility. We look specifically at the VIX index and some of its properties – VIX has become very popular in the media of late, especially with low historical levels being printed. We try to understand its implications.

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Keywords

Volatility, VIX Index, Media, Low historical levels

Sustainable Development Goals

Citation

Mare, E 2014, 'Volatility – ubiquitous, yet evasive?', Southern African Treasurer, pp. 31-34.