Tracking performance of VIX futures ETPs
Sebastian A. Gehricke, Jin E. Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Gehricke, Sebastian A. ; Zhang, Jin E. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 61.2021, p. 103-117
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| Subject: | Exchange-traded products (ETPs) | Hedging pressure | Limits to arbitrage | Tracking performance | VIX | VIX futures | Hedging | Arbitrage | Derivat | Derivative | Index-Futures | Index futures | Indexderivat | Index derivative | Futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693241