Does the tail wag the dog? Evidence from fund flow to VIX ETFs and ETNs
J Bialkowski, HD Dang, X Wei - 2016 - ir.canterbury.ac.nz
Modern derivatives pricing models develop pricing relationships from the principle of no-
arbitrage, assuming that if an arbitrage opportunity were to arise in the market, it would be …
arbitrage, assuming that if an arbitrage opportunity were to arise in the market, it would be …
[PDF][PDF] Fear anatomy–an attempt to assess the impact of selected macroeconomic variables on the variability of the VIX S&P 500 index
Ł Markowski, J Keller - Annales Universitatis Mariae Curie …, 2020 - bibliotekanauki.pl
This article deals with the subject of volatility of financial markets in relation to the US stock
market and its volatility index, ie the VIX index. The authors analyzed previous studies on the …
market and its volatility index, ie the VIX index. The authors analyzed previous studies on the …
On the Term Structure of VIX Futures' Implied Convexity
Before the global equity crash in October 1987, volatility could be reasonably approximated
as a constant, consistent with Black-Scholes (1973) dynamics. Thereafter, a stylized feature …
as a constant, consistent with Black-Scholes (1973) dynamics. Thereafter, a stylized feature …
Fear Anatomy-an Attempt to Assess the Impact of Selected Macroeconomic Variables on the Variability of the VIX S&P 500 Index.
J KELLER - Annales Universitatis Mariae Curie …, 2020 - search.ebscohost.com
This article deals with the subject of volatility of financial markets in relation to the US stock
market and its volatility index, ie the VIX index. The authors analyzed previous studies on the …
market and its volatility index, ie the VIX index. The authors analyzed previous studies on the …
Futuros sobre o VIX
JAS Sêco - 2022 - comum.rcaap.pt
A recente crise nos mercados financeiros teve como origem o aparecimento dos primeiros
casos da pandemia Covid-19. Este novo momento da história, provocou um aumento …
casos da pandemia Covid-19. Este novo momento da história, provocou um aumento …
Risk driven investment in public real estate
MM Katyoka - 2019 - centaur.reading.ac.uk
The global financial crisis towards the end of the last decade saw an increasing need in the
role of risk measurement and management in the mainstream financial investment market …
role of risk measurement and management in the mainstream financial investment market …
The VIX premium puzzle
PMT Carvalho - 2021 - repositorio.iscte-iul.pt
Nesta dissertação, apresenta-se o VIX, o prémio do VIX e o puzzle do prémio do VIX. O VIX
é uma medida de risco utilizada para medir a volatilidade esperada do índice S&P 500. No …
é uma medida de risco utilizada para medir a volatilidade esperada do índice S&P 500. No …
UMCS
B MUCHA-LESZKO, MK KĄKOL - ceeol.com
Ntóry podNreśla miĊdzy innymi, że impulsy fisNalne mogą istotnie wpływać na
NonsumpcjĊ i inwestycje, ale taNże zwraca uwagĊ na trudność oceny sNuteczności …
NonsumpcjĊ i inwestycje, ale taNże zwraca uwagĊ na trudność oceny sNuteczności …