This study investigates the asymmetric responses of AI and ESG Exchange Traded Funds (ETFs) to geopolitical and financial uncertainty, with a focus on resilience across market regimes. The NASDAQ-100 and MSCI ESG Leaders indices are used as proxies for thematic ETFs, and their dynamic...

This study examines the performance dynamics of U.S. options exchange-traded funds (ETFs), whose investment strategy involves options contracts. Analyzing monthly returns data from February 2014 to April 2023, we evaluate the risk-adjusted performance, volatility, and market sensitivity of U.S....

This study investigates how U.S. presidential political leadership affects financial market performance at the sector level, offering a novel contribution to the literature that has largely focused on aggregate market indices. While prior research documents partisan effects on overall stock...

We construct an exchange-traded fund (ETF) based on the CRyptocurrency IndeX (CRIX), which closely maps nonstationary cryptocurrency (CC) dynamics by adapting the weights of its constituents dynamically. Our scenario analysis considers the fee schedules of regulated CC exchanges, spreads...

We examine technology ETF and uncertainty index (VIX, GVZ, and OVZ) spillover dynamics and quantile frequency interconnectedness across market states. This study is the first to use quantile-frequency spillover, quadruple wavelet coherence, and wavelet quantile correlation methodologies to...