Funding Constraints and Liquidity of VIX Futures
The study suggests that funding constraints significantly impact the trading costs of VIX futures, with leveraged traders playing a key role.
Featured in No. 10 on 2 Aug 2023 · 6 days after release
- Released
- 27 Jul 2023
- First featured
- No. 10 · 2 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4522238
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