Results 161 to 170 of about 7,220 (197)

Innovation and Research of Sector-based VIX Derived from VIX

Advances in Economics, Management and Political Sciences
VIX, also known as the Chicago Board Options Exchange Volatility Index, is designed to measure the market’s expectation of 30-day volatility. People could use VIX for risk management, hedging, or portfolio diversification because it is seen as a signal of risk, uncertainty, and people’s fear in financial markets.
Jiarui Jiang, Mengsui Sun, Mengyao Lin, Mingfei Ouyang   +3 more
openaire   +1 more source

VIX-managed portfolios

International Review of Financial Analysis, 2023
openaire   +1 more source

Do VIX futures contribute to the valuation of VIX options?

Journal of Futures Markets, 2022
Chen Tong, Zhuo Huang, Tianyi Wang
exaly  

Vix

2021
openaire   +1 more source

Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX

Journal of Futures Markets, 2022
Gaoxiu Qiao, Feng Ma, Lu Wang
exaly  

Cryptocurrency Momentum and VIX premium

Finance Research Letters, 2023
Li-Han Chang, Hung-Wen Cheng, Kuang-Chieh Yen   +2 more
exaly  

Time-dependent lead-lag relationships between the VIX and VIX futures markets

North American Journal of Economics and Finance, 2020
Yan-Hong Yang, Ying-Hui Shao
exaly  

Time-Varying Skew in VIX Derivatives Pricing

Management Science, 2022
Peixuan Yuan
exaly  

Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?

International Review of Financial Analysis, 2020
Jiqian Wang, Feng Ma
exaly  

Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?

Resources Policy, 2021
Chao Liang, Muhammad Umar
exaly