Zobrazeno 1 - 1
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pro vyhledávání: '"Catalina I. Hurwitz"'
Publikováno v:
Algorithmic Finance. 9:63-79
We examine the effect of VIX futures’ new trading hours on price discovery as these causal relations have not been investigated before and are consequential for regulators and practitioners involved in the VIX futures market. Our data include VIX f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c8ac91ad457ae833253c1172f43e8c0
https://doi.org/10.3233/af-200342
https://doi.org/10.3233/af-200342
