We appreciate having had interesting discussions with Menachem Brenner. We thank an anonymous referee, Yankun Chen, and Bob Webb (editor) for their helpful comments. Jinghong Shu thanks research grant from the University of International Business and Economics (Project No. 73200013). Jin E. Zhang has been supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. HKU 7549/09H).
Causality in the VIX futures market†
Version of Record online: 12 JAN 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 1, pages 24–46, January 2012
How to Cite
Shu, J. and Zhang, J. E. (2012), Causality in the VIX futures market. J. Fut. Mark., 32: 24–46. doi: 10.1002/fut.20506
- Issue online: 4 NOV 2011
- Version of Record online: 12 JAN 2011
- Manuscript Accepted: DEC 2010
- Manuscript Received: AUG 2010
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!