In this study, we exploit the information contained in financial innovations in precious metals
for hedging the risks associated with the Asia-Pacific equities during the current pandemic …

This study is motivated around the COVID-19 pandemic as a source of rising financial
market risks. Hence, we investigate whether pandemic-induced risks can be hedged by …

This study adopts the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …

This research applied original price return and adjustment price return for both renewable
and unrenewable energy ETFs. Comparing the long memory in volatility and asymmetric …

The objective of this study is to identify the existence of spillover and leverage effects from
returns and return volatilities of high yield and low yield dividend ETFs on tracing market …

ASEAN ETFs. Comparing the long memory in volatility and asymmetric volatility of ASEAN
ETFs, this research used four models, fractional autoregressive integrated moving average …

The purpose of this research is to study of the spillover, asymmetric-volatility and leverage
effects of financial exchange traded funds. This paper used the Generalized Autoregressive …

This study adopts the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …

Formålet med denne utredningen er å belyse hvordan børshandlede fond fungerer og
presterer. Vi har konsentrert oss om de norske børshandlede fondene som finnes; tre fond …