Decomposing the VIX Index into Greed and Fear
Year of publication: |
[2021]
|
---|---|
Authors: | Serur, Juan A. ; Dapena, José P ; Siri, Julián Ricardo |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3806521 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S., (2010)
-
The effect of a transaction tax on exchange rate volatility
Lanne, Markku, (2010)
-
Does industrial concentration impact on the relationship between policies and volatility?
Moore, Winston, (2010)
- More ...
-
Measuring and Trading Volatility on the US Stock Market : A Regime Switching Approach
Dapena, José Pablo, (2018)
-
Testing Momentum Effect for the US Market : From Equity to Option Strategies
Siri, Julián Ricardo, (2017)
-
Unraveling the Value Premium : A Reward for Risk or Mispricing?
Serur, Claudio E., (2019)
- More ...