1. Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe

   • Benjamin Hippert
   • André Uhde
   • Sascha Tobias Wengerek

   OriginalPaper 27 September 2018 Pages: 203 - 259

   

2. Dissecting the tracking performance of regular and leveraged VIX ETPs

   • Hongfei Tang
   • Xiaoqing Eleanor Xu

   OriginalPaper 02 November 2018 Pages: 261 - 327

   

3. Pricing cross-currency interest rate swaps under the Levy market model

   • Ming-Chieh Wang
   • Li-Jhang Huang

   OriginalPaper 16 October 2018 Pages: 329 - 355