Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds
Danyang Xu, Shaen Corbet, Chunlin Lang, Yang Hu
| Year of publication: |
2024
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|---|---|
| Authors: | Xu, Danyang ; Corbet, Shaen ; Lang, Chunlin ; Hu, Yang |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 141.2024, Art.-No. 106864, p. 1-18
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| Subject: | Dynamic connectedness | ESG | Exchange-traded funds | Hedging effectiveness | Portfolio strategies | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Hedging | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | Welt | World | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Nachhaltige Kapitalanlage | Sustainable investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106864 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015191410