Premiums and returns of iPath exchange traded notes
Year of publication: |
November 2015
|
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Authors: | Noman, Abdullah ; Naka, Atsuyuki |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 6, p. 401-414
|
Subject: | exchange traded notes | market efficiency | adjusted premiums | panel vector autoregression | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | VAR-Modell | VAR model | Risikoprämie | Risk premium | Börsenkurs | Share price |
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