Spillover and leverage effect in Smart Beta Exchange Traded Funds: Evidence from India
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DOI: 10.1007/s40622-024-00376-1
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More about this item
Keywords
Mutual funds; Smart beta; Exchange traded funds; Volatility spillover; Leverage effect;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G51 - Financial Economics - - Household Finance - - - Household Savings, Borrowing, Debt, and Wealth
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