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 APA Style APA-ALL Style AAA 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). When passive is not so passive: volatility spillovers by index ETFs to underlying European stocks. In Business Economics.http://hdl.handle.net/2105/65538

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