Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events-Reference-Cited by-同舟云学术

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Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events

Published:2024-07 Issue: Volume:65 Page:105502
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Han SeungOh^ORCID

Publisher

Elsevier BV

Reference33 articles.

1. Geopolitical threats, equity returns, and optimal hedging;Ali;Int. Rev. Financ. Anal.,2023

2. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manage.,2020

3. Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets;Banerjee;Econom. Lett.,2024

4. Competition for attention in the ETF space;Ben-David;Rev. Financ. Stud.,2023

5. The quant crisis of 2018–2020: Cornered by big growth;Blitz;J. Portfolio Manag.,2021

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. Global equity, commodities and bond market response to Israel-Hamas war;Finance Research Letters;2024-09

2. Cross-border ripples: investigating stock market responses to Israel-Hamas conflict in trading partner nations using event study method;Journal of Economic Studies;2024-07-31

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