An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values

This study employs five commonly used methods to estimate tracking errors between iPath Exchange Traded Notes (ETNs) and their respective indexes. Commodity ETNs perform well in tracking their respective indexes. This performance is not dependent on whether the ETN tracks a single commodity index, a...

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Veröffentlicht in:	Applied financial economics 2012-12, Vol.22 (24), p.2047-2062
Hauptverfasser:	Aroskar, Rajarshi, Ogden, Willaim A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Commodities Currencies Economic performance Emerging markets Error ETFs ETNs Exchange traded funds Financial economics G-20 Indexes Securities trading Studies tracking
Online-Zugang:	Volltext
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