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Uncover our numerous investment strategies by sector and monitor how the latest developments on the global markets via the watchful eyes of our experts. We display that the NCI is very correlated with the volatility of the primary US and EU inventory market indices, particularly their historical volatility and VIX (the implied volatility of the S&P500).
It can be defined as any set of circumstances that pose a risk to the steadiness of the financial system and have the potential to provoke a monetary crisis 27 We hypothesise that the cohesiveness of financial news partially reflects this systemic risk. Motivated by latest monetary crises, important research efforts have been put into finding out …Read More