News sentiment as an explanation for changes in the VIX futures basis
Year of publication: |
2020
|
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Authors: | Smales, Lee A. |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 29.2020, 4, p. 92-102
|
Subject: | Options | futures and forward contracts | Derivat | Derivative | Hedging | Volatilität | Volatility |
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