Results for VIX index

Publications & Outputs

1. 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