Fed funds futures variance futures
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Publication:4554512
Recommendations
- VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
- MULTIVARIATE STABLE FUTURES PRICES
- Trade dynamics in the market for federal funds
- The multifactor nature of the volatility of futures markets
- Common volatility in major stock index futures markets
- VIX futures term structure and the expectations hypothesis
- Economic policy uncertainty and volatility of treasury futures
Cites work
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