Essays about: "Niklas Rugås"
Found 1 essay containing the words Niklas Rugås.
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1. A study on the relation between VIX, S&P500 and the CDX-index
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we investigate the relationship between the VIX-index, CDX NA IG and S&P500. Our goal is to study how well the market volatility (traded in VIX) can be explained by stock prices(S&P500) and credit indices (CDX NA IG) The VIX-index is a measure of implied volatility in the S&P500 and is often referred to as a fear index. CDX.NA. READ MORE
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