Are VIX Futures ETPs Effective Hedges?
Author:
Publisher
Pageant Media US
Subject
Management of Technology and Innovation,Strategy and Management,Finance
Cited by 17 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Disturbed Correlations: On the varying Sensitivity of VIX Futures to Extreme S&P 500 Returns;SSRN Electronic Journal;2024
2. Joint calibration of VIX and VXX options: does volatility clustering matter?;The European Journal of Finance;2023-12-30
3. The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach;Energy Economics;2021-03
4. Bitcoin, VIX futures and CDS: a triangle for hedging the international equity portfolios;International Journal of Emerging Markets;2020-10-01
5. Modeling VXX under jump diffusion with stochastic long‐term mean;Journal of Futures Markets;2020-06-19
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