In this study, we aim to analyze the relation between return and volatility in different types of exchange-traded funds … advantages to each other: Toda-Yamamoto (1995); bootstrap based Hatemi-J (2005); volatility spillover, which allows investigating … results obtained from our analyses show that a negative relationship between return and volatility is valid for most ETF types …

In this study, we aim to analyze the relation between return and volatility in different types of exchange-traded funds … advantages to each other: Toda-Yamamoto (1995); bootstrap based Hatemi-J (2005); volatility spillover, which allows investigating … results obtained from our analyses show that a negative relationship between return and volatility is valid for most ETF types …

Ever since the COVID-19 pandemic hit the global economy, banks all over the world experienced substantial reductions in … banking risk and return volatility. Based on a quarterly panel of international banks over the period 2020:Q1 – 2021:Q1, we … find that banks exhibit greater accounting risk and increased return volatility during the pandemic. In particular, we …

world and other sectors, depending on market states. On the other hand, oil market volatility (OVX) adversely affects all … Dow Jones Islamic Market (DJIM) World and the ten major sectoral Islamic equity indices. We also look at whether the …-on-Quantile (QQ) approach for the data period from May 15, 2013, to August 23, 2021, we document that DJIM world and most Islamic …