Exchange Traded Notes
Table of Contents
About the author
Preface
Part 1. ETN Overview
Chapter 1. ETNs in the family of Exchange-traded Products
Chapter 2. General ETN understanding and investing
Chapter 3. Overview of Bond Indices and the ETN Industry
Part 2. ETN Financial Environment
Chapter 4. Debt ETNs and Other Asset Classes
Chapter 5. Advanced ETNs and Related Refinements Chapter 6. ETN Applications and Other Utilizations
Part 3. ETN Investing
Chapter 7. Investing Constraints and Practicalities
Chapter 8. ETNs as Part of Portfolio Building Blocks and Optimization
Chapter 9. Other Considerations in ETN Trading and Investing
Part 4. ETN Research
Chapter 10. Return and Volatility Characteristics
Chapter 11. Mispricing and Tracking Errors
Chapter 12. Nonlinearities and Related Time-series Characterization
Book Appendix
Glossary
ETN list Index
Special Topics in Financial Time-series Modelling
Part 1. Financial Time-series Modelling
Chapter 1. Part 1 Introduction: Time-series Modelling Chapter 2. Spillover Effects and Volatility Dynamics Chapter 3. Fractional Integration and Nonlinearities
Part 2. Spillover Effects
Chapter 4. Part 2 Introduction: Returns and Volatility Spillovers Chapter 5. Spillovers in Macroeconomic Variables
Chapter 6. Spillovers in ETFs and ETNs
Part 3. Volatility Dynamics
Chapter 7. Part 3 Introduction: Volatility Movements Chapter 8. Volatility Movements in Stocks Chapter 9. Volatility Movements in ETFs and ETNs
Part 4. Fractional Integration
Chapter 10. Part 4 Introduction: Long-memory Modelling
Chapter 11. Long-memory of Stocks and Indices Chapter 12. Long-memory of ETFs and ETNs Chapter 13. Long-memory of Commodities
Part 5. Nonlinear Properties
Chapter 14. Part 5 Introduction: Nonlinearities Chapter 15. Grey Relational Analysis and Artificial Neural Networks
Chapter 16. Chaos Characteristics
Book Appendix
Index