Global financial crisis, funding constraints, and liquidity of VIX futures
Junmao Chiu, Donald Lien, Wei-Che Tsai
| Year of publication: |
2023
|
|---|---|
| Authors: | Chiu, Junmao ; Lien, Da-hsiang Donald ; Tsai, Wei-Che |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 80.2023, p. 1-29
|
| Subject: | Funding constraints | Global financial crisis | Liquidity | VIX | Finanzkrise | Financial crisis | Liquidität | Welt | World | Wirkungsanalyse | Impact assessment | Geldpolitik | Monetary policy | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463313