ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions

Author:

Tunc Ahmet

Publisher

Elsevier BV

Reference81 articles.

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3. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets;Ahmad;International Review of Financial Analysis,2018

4. Allen, F. & Babus, A. (2008). Networks in Finance. Wharton Financial Institutions Center Working Paper No. 08-07, Available at SSRN: https://ssrn.com/abstract=1094883 or http://dx.doi.org/10.2139/ssrn.1094883.

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