Blar i NTNU Open på forfatter "Bordonado, Christoffer"
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VIX Exchange Traded Products: Performance, Price Discovery and Hedging
Bordonado, Christoffer; Samdal, Sven Richard (Master thesis, 2014)This paper investigates the performance, hedging ability and price discovery relationship between some of the most popular exchange traded products with the volatility index VIX as the underlying. We find a large difference ...