Variance disparity and market frictions (Q2294445)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance disparity and market frictions |
scientific article |
Statements
Variance disparity and market frictions (English)
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11 February 2020
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economic uncertainty
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illiquidity
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asymmetric information
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implied variance
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VIX derivative
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