The Collateral Risk of ETFs
Author:
Publisher
Elsevier BV
Reference46 articles.
1. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks;V V Acharya;American Economic Review,2012
2. CoVaR
3. Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?
4. Which Risk Factors Matter to Investors? Evidence from Mutual Fund Flows;B M Barber;Review of Financial Studies,2016
5. Collateral Values by Asset Class: Evidence from Primary Securities Dealers;L Bartolini;Review of Financial Studies,2011
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