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  • Search: subject:"VIX futures hedging"
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Börsenkurs 1 Cross-correlation 1 Cross-market activity 1 Derivat 1 Derivative 1 Futures 1 Hedging 1 High-frequency data 1 Index futures 1 Index-Futures 1 Lead-lag relation 1 Option trading 1 Optionsgeschäft 1 Price discovery 1 Share price 1 VIX futures hedging 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bangsgaard, Christine 1 Kokholm, Thomas 1
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Journal of financial markets 1
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The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
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