Ausgabe 2/2019
Inhalt (3 Artikel)
Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe
Benjamin Hippert, André Uhde, Sascha Tobias Wengerek
Dissecting the tracking performance of regular and leveraged VIX ETPs
Hongfei Tang, Xiaoqing Eleanor Xu
Pricing cross-currency interest rate swaps under the Levy market model
Ming-Chieh Wang, Li-Jhang Huang