tag:blogger.com,1999:blog-897456774486153841.post1367431301986271406..comments2024-03-28T06:07:36.391-07:00Comments on VIX and More: Satyam, Fraud, and the India VIXBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-897456774486153841.post-89106243556271395552009-01-08T08:53:00.000-08:002009-01-08T08:53:00.000-08:00Satyam-What business demands????? puts not only th...Satyam-What business demands????? puts not only the stakeholders but also lots of other in grave dillema.<BR/>I have written about it in http://controversial-affairs.blogspot.com/2009/01/what-business-demand.htmlShishirhttps://www.blogger.com/profile/15050268642535381794noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-67026694881108453412009-01-07T23:43:00.000-08:002009-01-07T23:43:00.000-08:00It’s a big blow to the Indian economy. Sentiments ...It’s a big blow to the Indian economy. Sentiments of all investors particularly FIIs is dampened. It will have dominos effect and the maket may collapse due to selling from all quarters, particularly FIIs. Its time that the powers-to-be plung into action and to take damage control before it has cascding effect. Some one should come forward to take care of the 50,000+ innocent employees and their families.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-12553542954737263822009-01-07T11:28:00.000-08:002009-01-07T11:28:00.000-08:00I'm suspecting that there's been a systemic change...I'm suspecting that there's been a systemic change in what goes into VIX (worldwide) and how extremes should be assessed. That might be because the fungibility and liquidity of so many derivatives that hitherto would have been arbitraged has been impaired; e.g., Lehman and hedge funds aren't around to buy, write and make markets.Fluxhttps://www.blogger.com/profile/00643523350276535293noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-11842178501829994202009-01-07T10:51:00.000-08:002009-01-07T10:51:00.000-08:00Good question, John. Sounds like a problem for th...Good question, John. Sounds like a problem for the Global Volatility Index.<BR/><BR/>Let me do some work on the components of that index and see what conclusions I can tease out.<BR/><BR/>In the past I noted some interesting divergences with the likes of South Korea when they were having severe problems, as well as Australia with their reliance on commodities and sky housing market. Canada also seems to go its own way, following energy prices.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-78323896999784500192009-01-07T09:21:00.000-08:002009-01-07T09:21:00.000-08:00Interesting. It seems that recent India sentiment...Interesting. It seems that recent India sentiment is just as complacent as ours. I'm asking myself if there is some kind of worldwide undercurrent that shapes these things (à la Obi Wan) or does the US behemoth simply bully all the other markets. Can you do any correlation studies on different countries or is the data even available?Anonymousnoreply@blogger.com