Decomposing the VIX index into greed and fear
Year of publication: |
2021
|
---|---|
Authors: | Serur, Juan Andrés ; Dapena, José P. ; Siri, Julián R. |
Publisher: |
Buenos Aires : Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA) |
Subject: | VIX | Volatility | Greed-Fear index | Variance Swap |
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