Fuglesangs Alle 4
Aarhus, 8210
Denmark
Aarhus University - CREATES
VIX ETPs, Asset Pricing Tests, Flows, VIX Premium
VIX futures, Term structure analysis, the VIX, VIX ETPs
VIX; VIX ETPs; VIX Premium; Economic value; Portfolio diversification
Currency return predictability, the U.S. Dollar, variance risk premium