Fassas, Athanasios P.; Hourvouliades, Nikolas - In: Journal of risk and financial management : JRFM 12 (2019) 3/113, pp. 1-9
Our work relates to the literature supporting that the VIX also mirrors investor sentiment and, thus, contains useful … findings generally support the hypothesis that the VIX term structure can be employed as a contrarian market timing indicator … that they can use the VIX futures term structure not only as a proxy of market expectations on forward volatility, but also …