Search Results - subject:"Exchange-traded Notes"

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ETP tracking of US agricultural and energy markets

Stewart, Shamar L.; Isengildina Massa, Olga; Hassman, … - In: Journal of commodity markets 31 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014477768

Volatility as an alternative asset class : does it

Caloiero, Elvira; Guidolin, Massimo - In: Quantitative finance and economics 1 (2017) 4, pp. 334-362

Persistent link: https://www.econbiz.de/10012137825

Implicit leverage : can accrued fees cause levered ETN returns?

Alexander, John; DeVault, Luke - In: Finance research letters 55 (2023) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014473432

What drives the market for exchange-traded notes?

Rakowski, David; Shirley, Sara - In: Journal of banking & finance 111 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012221059

VIX versus VXX : a joint analytical framework

Grasselli, Martino; Wagalath, Lakshithe - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-39

Persistent link: https://www.econbiz.de/10012496543

Reflections on recent volatility

Sinclair, Euan - In: The journal of investment strategies 7 (2018) 2, pp. 77-82

Persistent link: https://www.econbiz.de/10011880174

Long-memory modelling and forecasting of the returns and volatility of Exchange-traded Notes (ETNs)

Masa, Argel S.; Diaz, John Francis T. - In: Margin: the journal of applied economic research 11 (2017) 1, pp. 23-53

Persistent link: https://www.econbiz.de/10011690923

Mencía González, Javier; Sentana, Enrique - 2015

aplicación empírica en la que comparamos distintas estrategias de selección de cartera para Exchange Traded Notes, que son … an empirical application in which we compare various asset allocation strategies for Exchange Traded Notes tracking VIX …

Persistent link: https://www.econbiz.de/10012530466

Mencía, Javier; Sentana, Enrique - Centro de Estudios Monetarios y Financieros (CEMFI) - 2015

for Exchange Traded Notes tracking VIX futures indices, which are increasingly popular but risky financial instruments. We …

Persistent link: https://www.econbiz.de/10011191446

Mencía, Javier; Sentana, Enrique - 2015

Persistent link: https://www.econbiz.de/10011795961

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