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Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic

VIX futures prices rose slowly in late February and early March 2020 as the COVID-19 pandemic took hold. Futures price premiums, defined as futures prices minus real-time statistical forecasts of future VIX values, turned sharply negative and remained negative until mid-April. Trading strategies bas...

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Detalhes bibliográficos
Publicado no:Rev Asset Pricing Stud
Autor principal: Cheng, Ing-Haw
Formato: Artigo
Idioma:Inglês
Publicado em: Oxford University Press 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7454908/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/rapstu/raaa010
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