Πλοήγηση ανά Θέμα / Λέξη-Κλειδί "Derivatives Market"
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Should investors invest in volatility ? Evidence from the volatility derivatives market.
(2012-06-11)This paper investigates whether investors can improve their investment opportunity set that consists of traditional asset classes through the addition of VIX-related assets (Spot VIX and futures on VIX). First, we revisit ...