Do Fixed-Income ETFs Overreact? Evidence of Short-term Predictability following Extreme Price Shocks

J Lobão, AI Costa - Revista de Economía y Finanzas, 2020 - reveyf.es
Este artículo investiga la predictibilidad de los precios a corto plazo de los ETF de renta fija
de EE. UU. en respuesta a choques extremos de precios. A través de una evaluación de …

International bond diversification strategies: the impact of currency, country, and credit risk

M Hansson, E Liljeblom, A Löflund - Asset Management and …, 2013 - taylorfrancis.com
The public interest in the German equity mutual fund industry has grown rapidly during the
last decade. While total mutual fund holdings in Germany amounted to¤ 128.9 billion in …

[PDF][PDF] Efficiency in the fixed income ETF market

N Stevens - 2020 - arno.uvt.nl
The Covid-19 crisis had a great impact on fixed income markets. Beginning in early March
2020, yield spreads soared, dealers shifted from buying to selling, and liquidity seemingly …

Do Fixed-Income ETFs Overreact?

J Lobão - Cuadernos de Economía, 2019 - cude.es
This article investigates the short-term price predictability of US fixed income ETFs in
response to extreme price shocks. Through an evaluation of 582 extreme price movements …

[CITATION][C] Analysis Dynamics of the Market Development of Funds for Investment: on the Example of Major ETF

O Serhiienko, M Bril, V Lyashenko - 2023