Examining the flight-to-safety with the implied volatilities
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DOI: 10.1016/j.frl.2016.09.015
Abstract: This paper investigates the flight-to-safety phenomenon by examining the interactions between the stock market volatility (VIX) and volatilities of the Treasury note, gold, and silver markets. We find that increases in VIX lead to contemporaneous… read more here.
Keywords: examining flight; note gold; flight; flight safety ... See more keywords