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Can Traditional ETFs Enhance Portfolio Diversification Alongside Thematic Funds? Insights from Market Turbulences

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Global Business Review

Published online on

Abstract

Global Business Review, Ahead of Print.
This study expands on the mean-based vector auto-regressive framework by incorporating a quantile vector auto-regressive approach, revealing the behaviour of connectedness in traditional and thematic exchange-traded fund (ETF) markets across different ...