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Forecasting holding periods for Leveraged ETFs using decay thresholds : theory and applications
Trainor, William J.; Carroll, Mark G. - In: Inventi impact: microfinance & banking (2013) 3, pp. 179-190
Persistent link: https://www.econbiz.de/10010193177
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Rational pricing of leveraged ETF expense ratios
Garivaltis, Alex - In: Annals of finance 18 (2022) 3, pp. 393-418
Persistent link: https://www.econbiz.de/10013440644
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Exchange traded funds : leverage and liquidity
March-Dallas, Samique; Daigler, Robert T.; Mishra, Suchi; … - In: Applied economics 50 (2018) 37, pp. 4054-4073
Persistent link: https://www.econbiz.de/10012060690
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Risk and reward of fractionally leveraged ETFs in a stock/bond portfolio
DiLellio, James A. - In: Financial services review : the journal of individual … 27 (2018) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10012120191
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Long-term returns estimation of leveraged indexes and ETFs
Brown, Hayden - In: Financial markets and portfolio management 38 (2024) 2, pp. 165-190
Persistent link: https://www.econbiz.de/10015079771
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Return and volatility of emerging markets leveraged ETFs
Rompotis, Gerasimos - In: The journal of asset management 17 (2016) 3, pp. 165-194
Persistent link: https://www.econbiz.de/10011485146
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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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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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External capital structures and oil price volatility
Burger, John D.; Rebucci, Alessandro; Warnock, Francis E.; … - 2010
This paper assesses the extent to which a country s external capital structure can aid in mitigating the macroeconomic impact of oil price shocks. Two Caribbean economies highly vulnerable to oil price shocks are considered: an oil importer (Jamaica) and an oil exporter (Trinidad and Tobago)....
Persistent link: https://www.econbiz.de/10010247919
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723