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Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of economics & finance (2014) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10010353498
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Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs
Rizvi, Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish - In: Financial modeling and risk management of energy and …, (pp. 495-524). 2022
Persistent link: https://www.econbiz.de/10013350128
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What drives the market for exchange-traded notes?
Rakowski, David; Shirley, Sara - In: Journal of banking & finance 111 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012221059
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An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-ling; McAleer, Michael; Wang, Chien-Hsun - 2016 - Revised: June, 2016
's subsequent volatility in both spot and futures markets. Financial derivatives, which are not only highly representative of the … futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the US energy and financial … sectors in both spot and futures markets, by using "generated regressors" and a multivariate conditional volatility model …
Persistent link: https://www.econbiz.de/10011520509
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An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin; McAleer, Michael; Wang, Chien-Hsun - 2016 - Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
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Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.; Diesteldorf, Jeanne; Salm, Christian; … - In: The journal of futures markets 36 (2016) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
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Exchange traded funds and stock market volatility
Xu, Liao; Yin, Xiangkang - In: International review of finance 17 (2017) 4, pp. 525-560
Persistent link: https://www.econbiz.de/10011807182
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COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr; Sitara Karim; Yarovaya, Larisa; … - In: Energy economics 122 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
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Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?
Yap, Kok-Leong; Lau, Wee-Yeap; Izlin Ismail - In: International journal of financial engineering 9 (2022) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10014234451
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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