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Exchange traded fund risk management and resiliency
Smodis, Sebastjan; Smore, Suzanne - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10012250009
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The effect of disaggregated country risk on the returns of the South African exchange traded fund market
Kunjal, Damien; Faeezah Peerbhai; Muzindutsi, Paul-Francois - In: Journal of Economics and Financial Analysis 8 (2024) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10014486913
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How ETFs amplify the global financial cycle in emerging markets
Converse, Nathan; Levy Yeyati, Eduardo; Williams, Tomas - In: The review of financial studies 36 (2023) 9, pp. 3423-3462
Persistent link: https://www.econbiz.de/10014331547
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Is domestic uncertainty a local pull factor driving foreign capital inflows? : new cross-country evidence
Choi, Sangyup; Ciminelli, Gabriele; Furceri, Davide - In: Journal of international money and finance 130 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248784
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Is domestic uncertainty a local pull factor driving foreign capital inflows? : new cross-country evidence
Choi, Sangyup; Ciminelli, Gabriele; Furceri, Davide - 2022
Persistent link: https://www.econbiz.de/10013478793
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Dynamic portfolio insurance without options
Dersch, Dominik - In: Alternative investments and strategies : credit, …, (pp. 201-225). 2010
Persistent link: https://www.econbiz.de/10008655202
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COVID-19 pandemic and the crude oil market risk : hedging options with non-energy financial innovations
Salisu, Afees A.; Obiora, Kingsley - In: Financial innovation : FIN 7 (2021), pp. 1-19
portfolio containing oil could improve risk-adjusted returns, especially in similar financial crisis as witnessed during the … pandemic. In essence, our results are useful for investors in the global oil market seeking to maximize risk-adjusted returns …
Persistent link: https://www.econbiz.de/10012511784
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Demand for crash insurance, intermediary constraints, and risk premia in financial markets
Chen, Hui; Joslin, Scott; Ni, Sophie Xiaoyan - In: The review of financial studies 32 (2019) 1, pp. 228-265
Persistent link: https://www.econbiz.de/10012033392
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The pricing of short-term market risk : evidence from weekly options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2015
Persistent link: https://www.econbiz.de/10011347366
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High frequency return and risk patterns in US sector ETFs during COVID-19
Gurrib, Ikhlaas; Kamalov, Firuz; Elshareif, Elgilani Eltahir - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 441-456
Persistent link: https://www.econbiz.de/10013450588