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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~subject:"Kointegration"
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Kointegration
Index derivative
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Indexderivat
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Journal of financial and quantitative analysis : JFQA
Review of Pacific Basin financial markets and policies
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Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
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2
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds : evidence from Tracker Fund and X iShares A50
Chu, Patrick Kuok-Kun
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011644611
Saved in:
3
Price discovery across the stock index futures and the EFT markets : intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices
Hseu, Mei-Maun
;
Chung, Huimin
;
Sun, Erh-Yin
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003507265
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