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dc.contributor.authorGustavsen, Petter
dc.contributor.authorOterhals, Ola Skjørli
dc.date.accessioned2019-01-09T12:55:13Z
dc.date.available2019-01-09T12:55:13Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/11250/2579973
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018nb_NO
dc.description.abstractThis study investigates the impact of different macroeconomic variables on the VIX index. It introduces the index itself, and the global events which have affected it severely. The investigating model builds on empirical observations and expands, firstly to see if an already existing model is significant in other periods of time, and secondly what other variables might have strong explanatory power. The results reveal that the market regard the actions from the Federal Open Market Committee as very important for its outlook on the economy.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.titleWhat is the effect of macroeconomic news on the VIX?nb_NO
dc.typeMaster thesisnb_NO


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