Is the tracking error time-varying? Evidence from agricultural ETCs
Author:
Publisher
Elsevier BV
Subject
Finance,Business, Management and Accounting (miscellaneous)
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs;Journal of International Financial Markets, Institutions and Money;2023-12
2. ETP tracking of U.S. agricultural and energy markets;Journal of Commodity Markets;2023-09
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