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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 KorovilasThis 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 InvestmentsISSN
1520-3255Publisher
Institutional Investor IncExternal DOI
Issue
2Volume
16Page range
52-70Department affiliated with
- Business and Management Publications
Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2014-09-29Usage metrics
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