Cross-sectional volatility index analysis in Asian markets with no derivatives market
In recent years, a growing literature has emerged that focuses on the performance of volatility indices in the derivatives market. The VIX has been very popular in the US market. Since its introduction in 1993, the VIX is a barometer of investor sentiment and market volatility. However, the VIX is m...
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University of Essex
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.761662 |