Volatility Indices for Market Tail Risk Hedging
The Cboe Volatility Index (VIX) and its derivatives are examined as potential market risk indicators and hedging tools, but their correlation with the U.S. stock market has limitations.
Featured in No. 34 on 23 Jan 2024 · 4 days after release
- Released
- 19 Jan 2024
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4700223
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).