FOMC-Day Intraday VIX Futures Shorting Strategy

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Academic paper

When No News is Good News The Decrease in Investor Fear after the FOMC Announcement

AuthorsAdrián Fernández-Pérez; Bart Frijns; Alireza Tourani‐Rad

Institute
  • Auckland University of Technology
  • Open University of the Netherlands
  • Open University of the Netherlands - School of Management
  • Auckland University of Technology - Faculty of Business & Law

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