Can ETFs affect U.S. financial stability? A quantile cointegration analysis
Abstract This study evaluates whether exchange traded funds (ETFs) threaten financial market stability by testing two hypotheses relating the growing importance of ETFs to increased market volatility and rising equity valuations. We estimate quantile cointegration models using Standard & Poor's 500...
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| Principais autores: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
SpringerOpen
2024-03-01
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| Serier: | Financial Innovation |
| Fag: | |
| Online adgang: | https://doi.org/10.1186/s40854-023-00591-2 |
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