Testing the tracking efficiency of commodity exchange traded funds (ETFs) across the bearish and bullish market regimes : evidence from Indian gold ETFs
Year of publication: |
July-September 2018
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Authors: | Kaur, Prabhdeep ; Singh, Jaspal |
Published in: |
Journal of Asia Pacific business. - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1059-9231, ZDB-ID 1305579-3. - Vol. 19.2018, 3, p. 182-202
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Subject: | gold ETFs | tracking error | beta | bearish market regime | bullish market regime | India | Indien | Indexderivat | Index derivative | Gold | Investmentfonds | Investment Fund | Warenbörse | Commodity exchange |
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