Volatility-selling strategies carry potential systemic cost

Investors have increasingly turned to stock market volatility-selling strategies based on the idea of selling implied volatility and buying it back later when it falls to a level more consistent with realized volatility.

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Year of publication:	2013
Authors:	Chen, Jiaqi ; Tindall, Michael
Published in:	Economic Letter. - Federal Reserve Bank of Dallas. - Vol. 8.2013, 12
Publisher:	Federal Reserve Bank of Dallas

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Extent:	text/html application/pdf
Type of publication:	Article
Classification:	G20 - Financial Institutions and Services. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010723107