Hedging stock market volatility
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Hedging stock market volatility

Vix : France | Sep 17, 2012 at 11:17 AM PDT
Source: BNET
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It's well known that unexpected stock market returns are negatively related to the unexpected change in the volatility of stock returns. Greater than expected volatility leads to negative stock returns -- investors demand a higher risk premium to compensate them for the greater risk. FULL ARTICLE AT BNET
 
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