Political Uncertainty and VIX Futures
The research identifies a link between the 2020 U.S. presidential election and the VIX futures term structure, with political uncertainty heightening investors' worries about anticipated market uncertainty.
Featured in No. 9 on 26 Jul 2023 ·
- Released
- 7 Jun 2022
- First featured
- No. 9 · 26 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 49
- Identifier
- SSRN 4518944
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).