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Testing leverage and spillover effects in precious metal ETFs
Chen, Jo-hui; Do Thi Van Trang - In: Theoretical economics letters 8 (2018) 3, pp. 197-212
Persistent link: https://www.econbiz.de/10011822542
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The spillover, risk and leverage effects of smart beta management exchange-traded fund (ETF)
Chen, Jo-hui; Edwards, Nicholas - In: Global economy journal : GEJ 21 (2021) 3, pp. 2150016-1-2150016-24
Persistent link: https://www.econbiz.de/10013174928
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The performance of dividend ETFs : the study of the spillover and leverage effects
Chen, Jo-hui; Dang Trung Kien - In: Theoretical economics letters 9 (2019) 3, pp. 499-510
Persistent link: https://www.econbiz.de/10012395468
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The spillover and leverage effects of equity exchange-traded notes (ETNs)
Chen, Jo-hui; Diaz, John Francis - In: Global economy journal : GEJ 19 (2019) 3, pp. 1950013-1-17
Persistent link: https://www.econbiz.de/10012201280