国际清算银行-2024年8月VIX尖峰的解剖（英）-2024.10
Anatomy of the VIX spike in Karamfil Todorov and Grigory Vilkov BIS Bulletins are written by staff members of the Bank for International Settlements, and from time to time
报告摘要
Anatomy of the VIX spike in Karamfil Todorov and Grigory Vilkov BIS Bulletins are written by staff members of the Bank for International Settlements, and from time to time
核心要点
- 29 October 2024
报告信息
- 文件全名
- 《国际清算银行-2024年8月VIX尖峰的解剖（英）-2024.10-8页.pdf》
- 适合读者
- 核心数据
- biggest ever one-day spike, increasing by 180% to almost 66 pre-market (ie before the US market open).
- on the calculation of VIX and accounted for more than 85% of the spike.
- markets on edge. On 5 August, equity markets in Japan fell 12% (Aquilina et al (2024)), setting up an
- 核心议题
常见问题
《国际清算银行-2024年8月VIX尖峰的解剖（英）-2024.10》主要包含哪些内容?
Anatomy of the VIX spike in Karamfil Todorov and Grigory Vilkov BIS Bulletins are written by staff members of the Bank for International Settlements, and from time to time核心数据:biggest ever one-day spike, increasing by 180% to almost 66 pre-market (ie before the US market open).;on the calculation of VIX and accounted for more than 85% of the spike.;markets on edge. On 5 August, equity markets in Japan fell 12% (Aquilina et al (2024)), setting up an。
这份报告由哪家机构发布?
本报告由国际清算银行发布,发布于 2024 年。
这份报告覆盖哪一年、篇幅多大?
覆盖 2024 年,全文共 8 页。
这份报告是免费的吗?如何获取?
本报告免费查阅,登录资料宝后即可在线获取完整内容。
这份报告适合哪些读者?
适合投资人、行业研究员等读者参考。
报告涉及哪些关键议题?
重点分析了银行等议题。
继续阅读
查看全部 →