Financial Econometric Project

[promo2]

Financial Econometrics
Final project
 
 
 
Topic 2:
You have recently joined the Fed as a research analyst. You have been tasked with investigating the U.S. stock market volatility. Your boss has asked you to look at historical values of volatility (for example using the S&P500, the VIX, or other benchmark indices), and coming up with insights on the statistical relationship between volatility and market prices, and whether it can be used as an indicator for an upcoming crisis. You have also been asked to compare the relationship with that of the UK main index, the FTSE, as well as the UK version of VIX, which is the VFTSE (or estimated volatility of the FTSE index).
 
 
 


"looking for a similar assignment? Order now and get a discount"