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To Study the Relationship between India VIX and NIFTY 50
Author Name : Akash Sanjay Patil, Prof. Ahmed Sayyed, Prof. Paheli Nigam
ABSTRACT This paper studies the relationship between India VIX and NIFTY 50. In this paper the focus will be given on how India VIX affect the returns. Implied volatility is a risk mitigating tool. To study the relation between India VIX and NIFTY 50 we have considered COVID-19 periodi.e. Pre COVID-19 period and Amid COVID-19 period. There is asymmetry between market returns and VIX India is also shown in research paper. This study will guide investors to gauge risk during such unprecedented pandemic and to be a wise investor.