@article{isvixstilltheinvestorfeargaugeevidence,
  title = {Is VIX still the investor fear gauge? Evidence for the US and BRIC markets},
  year = {2018},
  eprint = {1806.07556},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1806.07556v2},
}