Investigating Financial Performance of Low-and High-Rated ETFs During the QE-Tapering
This paper investigates the financial performance of 37 low-rated and high-rated global ETFs during QE-Tapering. Weekly data are employed that cover the period from October 27, 2014 until September 24, 2018. The estimations are based on the well-known CAPM model. The measures employed are the Sharpe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2020-04-01
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| Series: | Holistica |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/hjbpa-2020-0010 |