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Rapport de fouille de la campagne 2013 au mont Lassois, lieu-dit „Champ de Fossé“ à Vix, dép. Côte d’Or, Bourgogne (France). Université de Zurich, Abt. Ur- und Frühgeschichte. In: B. Chaume (Hrsg.), PCR „Vix et son environnement“, Rapport d’activité 2013 (Dijon 2014) 129–174.

, 2014
Schäppi, Kathrin, Della Casa, Philippe, Ballmer, Ariane   +2 more
core  

The ‘Hidden Cost’ of Sustainable Debt Financing in Emerging Markets

Rickman J, Kothari S, Ameli N.
europepmc   +1 more source

A Network Analysis of the Impact of the Coronavirus Pandemic on the US Economy: A Comparison of the Return and the Momentum Picture. [PDF]

Entropy (Basel)
Miśkiewicz J.
europepmc   +1 more source

Current Trends in Psychedelic Science: Integrating Modified Lysergic Acid Derivatives and Psilocybin in Modern Medicine. [PDF]

ACS Med Chem Lett
Kargbo RB.
europepmc   +1 more source

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Instantaneous squared VIX and VIX derivatives

Journal of Futures Markets, 2019
AbstractIn this paper, we propose a parsimonious and efficient model to price derivatives written on VIXs with different horizons. Our model is built on Luo and Zhang's (2012, J Futures Markets, 32, 1092–1123) concept of the instantaneous squared VIX (ISVIX) that is the sum of instantaneous diffusive and jump variances of the SPX return.
Xingguo Luo, Jin E Zhang, Wenjun Zhang
exaly   +2 more sources

VIX futures

Journal of Futures Markets, 2006
VIX futures are exchange-traded contracts on a future volatility index (VIX) level derived from a basket of S&P 500 (SPX) stock index options. The authors posit a stochastic variance model of VIX time evolution, and develop an expression for VIX futures. Free parameters are estimated from market data over the past few years.
Zhang, JE, Zhu, Y
openaire   +4 more sources

VIX and liquidity premium

International Review of Financial Analysis, 2021
Previous studies find as the VIX goes up, the return and the Sharpe ratio on liquidity provision increase. We argue these two phenomena are correlated because they depend on the same fundamentals: investors’ risk aversion, asset variances and asset correlations.
Dennis Bams, Iman Honarvar
openaire   +3 more sources

Do VIX futures contribute to the valuation of VIX options?

Journal of Futures Markets, 2021
AbstractAs the volatility index (VIX) is nontradable, most investors use the exchange‐traded VIX futures to hedge their exposures in VIX options. However, the information role of VIX futures in pricing VIX options is not fully explored empirically.
Chen Tong, Zhuo Huang, Tianyi Wang
openaire   +1 more source