When passive is not so passive: volatility spillovers by index ETFs to underlying European stocks

Additional Metadata
Keywords	ETF; equity; volatility; replication method; fundamental information; noise
Thesis Advisor	Kouwenberg, RRP
Persistent URL	hdl.handle.net/2105/65538
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Girino, D. (2022, December 14). When passive is not so passive: volatility spillovers by index ETFs to underlying European stocks. Business Economics. Retrieved from http://hdl.handle.net/2105/65538

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