Timing VIX ETNs
Log in to collectAcademic paper
Understanding ETNs on VIX Futures
Carol Alexander; Dimitris Korovilas
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
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.