From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 2, p. 143, doi. 10.1002/fut.22558
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2025 AND VI 45 AND IP 2
Results: 5
1
2
Term Structure and Risk Premiums of Commodity Futures With Linear Regressions.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 2, p. 118, doi. 10.1002/fut.22557
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- Publication type:
- Article
3
The Economics of Liquid Staking Derivatives: Basis Determinants and Price Discovery.
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- Journal of Futures Markets, 2025, v. 45, n. 2, p. 91, doi. 10.1002/fut.22556
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- Publication type:
- Article
4
Which Way Does the Wind Blow Between SPX Futures and VIX Futures?
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 2, p. 79, doi. 10.1002/fut.22555
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- Publication type:
- Article
5
Journal of Futures Markets: Volume 45, Number 2, February 2025.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 2, p. 77, doi. 10.1002/fut.22518
- Publication type:
- Article