Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures
| Year of publication: |
2019
|
|---|---|
| Authors: | Fernandez‐Perez, Adrian ; Frijns, Bart ; Tourani‐Rad, Alireza ; Webb, Robert I. |
| Published in: |
Financial Review. - Wiley, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 54.2019, 3 (22.04.), p. 477-500
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/fire.12195 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012090145