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Journal of Central Banking Theory and Practice
Volume 9 (2020): Issue 1 (January 2020)
Open Access
Performance Evaluation of Global High-rated ETFs During the Taper Tantrum
Arampatzis Marios
Arampatzis Marios
,
Daskalou Kalliopi
Daskalou Kalliopi
,
Papaioannou Evangelia
Papaioannou Evangelia
and
Prassa Paraskevi
Prassa Paraskevi
| Jan 28, 2020
Journal of Central Banking Theory and Practice
Volume 9 (2020): Issue 1 (January 2020)
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Published Online:
Jan 28, 2020
Page range:
23 - 44
Received:
Dec 05, 2018
Accepted:
Feb 18, 2019
DOI:
https://doi.org/10.2478/jcbtp-2020-0002
Keywords
CAPM
,
ETFs
,
selectivity skills
,
beta
,
Treynor ratio
,
Sharpe ratio
,
QE-tapering
© 2019 Arampatzis Marios et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.