Proceedings of the 3rd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2024, March 29–31, 2024, Wuhan, China

Research Article

The influencing factors of VIX in the 2008 Financial Crisis—Based on Quantitative Methods

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  • @INPROCEEDINGS{10.4108/eai.29-3-2024.2347118,
        author={Xianghuizi  Peng and Zhixuan  Ouyang},
        title={The influencing factors of VIX in the 2008 Financial Crisis---Based on Quantitative Methods},
        proceedings={Proceedings of the 3rd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2024, March 29--31, 2024, Wuhan, China},
        publisher={EAI},
        proceedings_a={ICBBEM},
        year={2024},
        month={6},
        keywords={cboe volatility index gross domestic product economy policy uncertainty investment sentiment},
        doi={10.4108/eai.29-3-2024.2347118}
    }
    
  • Xianghuizi Peng
    Zhixuan Ouyang
    Year: 2024
    The influencing factors of VIX in the 2008 Financial Crisis—Based on Quantitative Methods
    ICBBEM
    EAI
    DOI: 10.4108/eai.29-3-2024.2347118
Xianghuizi Peng1,*, Zhixuan Ouyang1
  • 1: Wuhan Textile University
*Contact email: 1320251236@qq.com

Abstract

This article aims to investigate the influencing factors of VIX index during the financial crisis in the United States. Specifically, the research is based on quantitative methods. The empirical analysis utilizes a multiple linear regression model to examine the relationship between several factors and VIX index. Based on the empirical analyses, three conclusions are drawn regarding the factors influencing VIX index. These findings contribute to understanding the dynamics of the financial crisis and shed light on the importance of investor sentiment in shaping financial markets