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Results for VIX futures basis
Publications & Outputs
Asymmetric effects of volatility risk on stock returns: evidence from VIX and VIX futures
Fu, X.
,
Sandri, M.
&
Shackleton, M. B.
,
11/2016
,
In:
Journal of Futures Markets.
36
,
11
,
p. 1029-1056
28 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review