Decomposing the VIX index into greed and fear
| Year of publication: |
2021
|
|---|---|
| Authors: | Serur, Juan Andrés ; Dapena, José P. ; Siri, Julián R. |
| Publisher: |
Buenos Aires : Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA) |
| Subject: | VIX | Volatility | Greed-Fear index | Variance Swap |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 175272707X [GVK] hdl:10419/238405 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10012609583