Cargando…

Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic

We examine the relations between dollar flows of U.S. listed ETFs with exposure to the U.S., Europe, Asia, and the rest of the world following an emergency like the COVID-19 crisis. Using a Markov Switching Model (MSVAR), we find evidence that investors use ETFs to gain exposure to foreign markets a...

Descripción completa

Detalles Bibliográficos
Autores principales: Yousefi, Hamed, Najand, Mohammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: JAI Press 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9250812/
https://www.ncbi.nlm.nih.gov/pubmed/36536652
http://dx.doi.org/10.1016/j.irfa.2022.102261