Peter Niculescu

Capital Market Risk Advisors

United States

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Scholarly Papers (1)

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Using the VIX to Distinguish between Transitory and Persistent Risk

Number of pages: 11 Posted: 23 Aug 2022
Peter Niculescu
Capital Market Risk Advisors
Downloads 183 (246,919)

Abstract:

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VIX, Volatility, Vol Surface, Term Structure, Lehman, March 2020, Crisis