Volatility Demand in Market Turmoil
The study resolves the paradox of end users reducing their VIX call options during market downturns by examining the demand curves for market makers and end users, emphasizing the market makers' role in market equilibrium.
Featured in No. 78 on 12 Dec 2024 · 1 day after release
- Released
- 11 Dec 2024
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5052438
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