Evaluation of leverage effect and spillover effect of Indian broad index exchange traded funds
Marvin Sabu, Sajimon Abraham
| Year of publication: |
2022
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|---|---|
| Authors: | Sabu, Marvin ; Abraham, Sajimon |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 4, p. 1313-1324
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| Subject: | ETF | Leverage | EGARCH | SENSEX | NIFTY | Conditional Heteroscedasticy | Tracking-error | NSE | BSE | India | Indien | Indexderivat | Index derivative | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktienindex | Stock index | Kapitalstruktur | Capital structure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340790