Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Year of publication: |
November 2016
|
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Authors: | Fu, Xi ; Sandri, Matteo ; Shackleton, Mark B. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 11, p. 1029-1056
|
Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Futures | Spotmarkt | Spot market | Optionsgeschäft | Option trading | USA | United States | 2004-2014 |
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