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...
| Autores principales: | , |
|---|---|
| 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 |