European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis

This study examines the tracking performance of 31 eurozone sovereign debt exchange traded index funds (ETFs) during 2007–2010. The tracking performance is assessed by four different tracking error models. Overall, funds underperform their respective benchmarks. Active returns (net of fees) vary sub...

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Veröffentlicht in:	European financial management : the journal of the European Financial Management Association 2014-11, Vol.20 (5), p.958-994
Hauptverfasser:	Drenovak, Mikica, Urošević, Branko, Jelic, Ranko
Format:	Artikel
Sprache:	eng
Schlagworte:	Bonds Debt exchanges Debt management Economic crisis Economic performance Error Europe European Union Eurozone Exchange traded funds Financial management fixed-income Sovereign debt sovereign debt crisis Studies tracking errors
Online-Zugang:	Volltext
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