The performance of dividend ETFs : the study of the spillover and leverage effects
Jo-Hui Chen, Dang Trung Kien
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Jo-hui ; Dang Trung Kien |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 3, p. 499-510
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| Subject: | Dividend ETFs | Spillover Effect | Leverage Effect | GARCH | EGARCH | Spillover-Effekt | Spillover effect | Dividende | Dividend | Indexderivat | Index derivative | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitalstruktur | Capital structure | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2019.93035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012395468