Datasets:
Update README.md
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README.md
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@@ -50,5 +50,15 @@ More information on the dataset can be found in the paper "Market responses to a
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Please cite the paper "Market responses to a VIX shock" by Albert J. Menkveld, Nikolaus Hautsch, and Stefan Voigt when using our dataset.
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**BibTeX:**
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Please cite the paper "Market responses to a VIX shock" by Albert J. Menkveld, Nikolaus Hautsch, and Stefan Voigt when using our dataset.
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**BibTeX:**
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@unpublished{menkveld2026vix,
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author = {Menkveld, Albert J. and Hautsch, Nikolaus and Voigt, Stefan},
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title = {Market Responses to a {VIX} Shock},
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note = {Available at SSRN: \url{https://ssrn.com/abstract=6298780}},
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url = {https://ssrn.com/abstract=6298780},
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year = {2026},
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month = feb,
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day = {24},
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}
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