Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe Benjamin HippertAndré UhdeSascha Tobias Wengerek OriginalPaper 27 September 2018 Pages: 203 - 259
Dissecting the tracking performance of regular and leveraged VIX ETPs Hongfei TangXiaoqing Eleanor Xu OriginalPaper 02 November 2018 Pages: 261 - 327
Pricing cross-currency interest rate swaps under the Levy market model Ming-Chieh WangLi-Jhang Huang OriginalPaper 16 October 2018 Pages: 329 - 355