Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures
- Submitting institution
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The University of Liverpool
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 13310
- Type
- D - Journal article
- DOI
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10.1002/fut.21772
- Title of journal
- Journal of Futures Markets
- Article number
- -
- First page
- 1029
- Volume
- 36
- Issue
- 11
- ISSN
- 0270-7314
- Open access status
- Out of scope for open access requirements
- Month of publication
- February
- Year of publication
- 2016
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
