Skip to content Skip to footer

Research Portal of the TU Dresden

Disturbed Correlations: On the varying Sensitivity of VIX Futures to extreme S&P 500 Returns

Research output: Preprint/documentation/report › Working paper

Contributors

Stefan Albers - , Chair of Business Administration, esp Finance and Financial Technology, Business Management, Chair of Business Management, esp Finance and Financial Services (Author)
Tobias Geisler - , Chair of Economics, esp International Monetary Economics (Author)
Hagen Kuhn - (Author)

Details

Original language	English
Publication status	Published - 2024

No renderer: customAssociatesEventsRenderPortal,dk.atira.pure.api.shared.model.researchoutput.WorkingPaper

External IDs

unpaywall	10.2139/ssrn.4776457

Keywords