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Volatility exchange-traded notes: curse or cure?

journal contribution
posted on 2023-06-08, 15:37 authored by Carol AlexanderCarol Alexander, Dimitris Korovilas
This paper investigates the trading, hedging and performance characteristics of VIX futures exchange-traded notes (ETNs) and discusses their pros and cons from the perspectives of the regulator, the issuer, and the non-speculative investor.

History

Publication status

  • Published

Journal

Journal of Alternative Investments

ISSN

1520-3255

Publisher

Institutional Investor Inc

Issue

2

Volume

16

Page range

52-70

Department affiliated with

  • Business and Management Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2014-09-29

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