Timing VIX ETNs

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Academic paper

Understanding ETNs on VIX Futures

AuthorsCarol Alexander; Dimitris Korovilas

Institute
  • University of Sussex
  • HSBC Holdings
  • Peking University
  • Peking University HSBC Business School
  • University of Sussex Business School
  • University of Reading
  • ICMA Centre
  • University of Reading - ICMA Centre

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