Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?

Journal of Commodity Markets · 2021 · PMC9765873

Europe PMC

hedged sentence

—

closest p

—

boldest claim

The sentences

a clear trendno p-value reported

The value of the index varies over time, but it shows a clear trend during some sub-periods.

also in 19,460 other papers

Quoted from the open-access full text in Europe PMC under the licence the publisher applied. The sentence is reproduced exactly as published; the emphasis is ours.