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Search: subject:"VIX ETPs"
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VIX ETPs
6
Börsenkurs
4
Share price
4
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
VIX
3
VIX futures
3
Portfolio diversification
2
Portfolio selection
2
Portfolio-Management
2
Asset Pricing Tests
1
CAPM
1
Economic value
1
Estimation
1
Flows
1
Information dissemination
1
Informationsverbreitung
1
Mean Reversion
1
Mean reversion
1
Mean-variance analysis
1
Realized volatility
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Term structure analysis
1
VIX Premium
1
VIX premium
1
contango
1
information leadership
1
information share
1
price discovery
1
replication strategy
1
volatility
1
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2
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English
6
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Christensen, Kim
2
Christiansen, Charlotte
2
Posselt, Anders M.
2
Posselt, Anders Merrild
2
Badshah, Ihsan Ullah
1
Daigler, Robert T.
1
Hurwitz, Catalina I.
1
Mishra, Suchismita
1
Nielsen, Ole Linnemann
1
O'Neill, Michael J.
1
Whaley, Robert E.
1
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CREATES research paper
2
The journal of futures markets
2
Algorithmic finance
1
Journal of empirical finance
1
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ECONIS (ZBW)
6
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Effects of nondiscretionary trading on futures prices
O'Neill, Michael J.
;
Whaley, Robert E.
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 33-68
Persistent link: https://www.econbiz.de/10013465890
Saved in:
3
Dynamics of information leadership in the volatility complex with trading time changes : evidence from VIX futures and
VIX
ETPs
Hurwitz, Catalina I.
;
Mishra, Suchismita
;
Daigler, Robert T.
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 63-79
Persistent link: https://www.econbiz.de/10013459963
Saved in:
4
Dynamics in the VIX complex
Posselt, Anders Merrild
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1665-1687
Persistent link: https://www.econbiz.de/10013465804
Saved in:
5
The Economic Value of
VIX
ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
-
2019
-
This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
Saved in:
6
The economic value of
VIX
ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 121-138
Persistent link: https://www.econbiz.de/10012430667
Saved in:
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