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Headline: A column on 'The India VIX' Source: Hindu Business Line Date: 1 August 2017

Headline: A column on 'The India VIX' - National …...market price of the stock, the time to expiry, the risk-free rate and volatil- ity. The VIX arrives at the volatility expected

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Page 1: Headline: A column on 'The India VIX' - National …...market price of the stock, the time to expiry, the risk-free rate and volatility. The VIX arrives at the volatility expected

Headline: A column on 'The India VIX'

Source: Hindu Business Line Date: 1 August 2017

TRANSPARENCY OF MONETARY POLICY AND EQUITY …VIX % Change = (VIX t – VIX t-1) / VIX t-1 The effect of transparency efforts is accounted for by looking at three periods of time,

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