Journal Article
Volatility-selling strategies carry potential systemic cost
Abstract: Investors have increasingly turned to stock market volatility-selling strategies based on the idea of selling implied volatility and buying it back later when it falls to a level more consistent with realized volatility.
JEL Classification: G20;
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https://fraser.stlouisfed.org/title/6362/item/607688
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Provider: Federal Reserve Bank of Dallas
Part of Series: Economic Letter
Publication Date: 2013-12
Volume: 8
Issue: 12