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Market structures and systemic risks of exchange-traded funds
1 references·13 citing·42 second hop
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this work references cited by second hop

References

  • 2009US dollar money market funds and non-US banks135 cited

Cited by

  • 2014Do ETFs Increase Volatility?686 cited
  • 2017Is there a dark side to exchange traded funds? An information perspective311 cited
  • 2020Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach63 cited
  • 2016A Dynamic Equilibrium Model of ETFs46 cited
  • 2021ETFs, Illiquid Assets, and Fire Sales41 cited
  • 2014Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts29 cited
  • 2016Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach29 cited
  • 2018ETF Competition and Market Quality25 cited
  • 2019The counterparty risk exposure of ETF investors24 cited
  • 2015A Dynamic Equilibrium Model of ETFs24 cited
  • 2016An index-based measure of liquidity23 cited
  • 2015Pricing derivatives with counterparty risk and collateralization: A fixed point approach18 cited
  • 2012An Assessment of the Shadow Banking Sector in Europe17 cited

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