Table of Contents

 

Become a member to read the rest of this article

Subscribe to receive updates from Bank of International Settlements

Most recent by Bank of International Settlements

Share this page

Passive funds affect prices: evidence from the most ETF dominated asset classes

This paper studies exchange-traded funds’ (ETFs) price impact in the most ETF dominated asset classes: volatility (VIX) and commodities. I propose a model-independent approach