Matches in SemOpenAlex for { <https://semopenalex.org/work/W4281852171> ?p ?o ?g. }
- W4281852171 endingPage "130" @default.
- W4281852171 startingPage "130" @default.
- W4281852171 abstract "Liquidity is important for the stability of financial markets and the growth of national economies. However, the liquidity of financial markets may be influenced by country risk shocks through informational asymmetry, funding constraints, and portfolio rebalancing activities. Therefore, the objective of this study is to investigate the effects of disaggregated country risk components on the liquidity of the South African Exchange-Traded Fund (ETF) market. The sample employed segregates South African ETFs based on their benchmarking styles—particularly, ETFs with domestic benchmarks and ETFs with international benchmarks. The results from the panel Autoregressive Distributed Lag (ARDL) model suggest that the liquidity of ETFs tracking domestic benchmarks is influenced positively by all country risk components in the long run, although only political and financial risks positively influence its short-run liquidity. Similarly, political and economic risk shocks positively influence the liquidity of ETFs tracking international benchmarks in the long-run; however, financial risk negatively influences its liquidity in both the long and short run. These findings suggest that investors can improve the overall performance and liquidity of their portfolios by taking into account the stability of political, financial, and economic risks." @default.
- W4281852171 created "2022-06-13" @default.
- W4281852171 creator A5067150494 @default.
- W4281852171 date "2022-06-02" @default.
- W4281852171 modified "2023-10-14" @default.
- W4281852171 title "Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects" @default.
- W4281852171 cites W1965880320 @default.
- W4281852171 cites W1975495686 @default.
- W4281852171 cites W1978775682 @default.
- W4281852171 cites W1990630313 @default.
- W4281852171 cites W2005013362 @default.
- W4281852171 cites W2014490661 @default.
- W4281852171 cites W2027349009 @default.
- W4281852171 cites W2032712062 @default.
- W4281852171 cites W2041917288 @default.
- W4281852171 cites W2047352417 @default.
- W4281852171 cites W2047584171 @default.
- W4281852171 cites W2050031929 @default.
- W4281852171 cites W2050255971 @default.
- W4281852171 cites W2071309967 @default.
- W4281852171 cites W2071434239 @default.
- W4281852171 cites W2074864119 @default.
- W4281852171 cites W2086796026 @default.
- W4281852171 cites W2102869091 @default.
- W4281852171 cites W2124884000 @default.
- W4281852171 cites W2158615992 @default.
- W4281852171 cites W2162932778 @default.
- W4281852171 cites W2193187412 @default.
- W4281852171 cites W2205891837 @default.
- W4281852171 cites W2295377358 @default.
- W4281852171 cites W2500548007 @default.
- W4281852171 cites W2525587832 @default.
- W4281852171 cites W2556702504 @default.
- W4281852171 cites W2567627633 @default.
- W4281852171 cites W2739342572 @default.
- W4281852171 cites W2753514583 @default.
- W4281852171 cites W2788788274 @default.
- W4281852171 cites W2789295992 @default.
- W4281852171 cites W2789435667 @default.
- W4281852171 cites W2800156158 @default.
- W4281852171 cites W2888153586 @default.
- W4281852171 cites W2891809641 @default.
- W4281852171 cites W2900537783 @default.
- W4281852171 cites W2906474348 @default.
- W4281852171 cites W2911065898 @default.
- W4281852171 cites W2941360406 @default.
- W4281852171 cites W2986668512 @default.
- W4281852171 cites W2997847885 @default.
- W4281852171 cites W3049534591 @default.
- W4281852171 cites W3086267198 @default.
- W4281852171 cites W3094559327 @default.
- W4281852171 cites W3095239912 @default.
- W4281852171 cites W3120062993 @default.
- W4281852171 cites W3121183785 @default.
- W4281852171 cites W3121195625 @default.
- W4281852171 cites W3121401171 @default.
- W4281852171 cites W3121425277 @default.
- W4281852171 cites W3121630491 @default.
- W4281852171 cites W3122448887 @default.
- W4281852171 cites W3123053536 @default.
- W4281852171 cites W3123539130 @default.
- W4281852171 cites W3123833473 @default.
- W4281852171 cites W3123899576 @default.
- W4281852171 cites W3123931759 @default.
- W4281852171 cites W3124091918 @default.
- W4281852171 cites W3171742640 @default.
- W4281852171 cites W4242944594 @default.
- W4281852171 doi "https://doi.org/10.3390/economies10060130" @default.
- W4281852171 hasPublicationYear "2022" @default.
- W4281852171 type Work @default.
- W4281852171 citedByCount "0" @default.
- W4281852171 crossrefType "journal-article" @default.
- W4281852171 hasAuthorship W4281852171A5067150494 @default.
- W4281852171 hasBestOaLocation W42818521711 @default.
- W4281852171 hasConcept C10138342 @default.
- W4281852171 hasConcept C106159729 @default.
- W4281852171 hasConcept C144133560 @default.
- W4281852171 hasConcept C162324750 @default.
- W4281852171 hasConcept C176923680 @default.
- W4281852171 hasConcept C17744445 @default.
- W4281852171 hasConcept C183582576 @default.
- W4281852171 hasConcept C189259953 @default.
- W4281852171 hasConcept C199539241 @default.
- W4281852171 hasConcept C204468989 @default.
- W4281852171 hasConcept C2777871818 @default.
- W4281852171 hasConcept C2780821815 @default.
- W4281852171 hasConcept C556758197 @default.
- W4281852171 hasConcept C63143784 @default.
- W4281852171 hasConcept C73283319 @default.
- W4281852171 hasConcept C94625758 @default.
- W4281852171 hasConceptScore W4281852171C10138342 @default.
- W4281852171 hasConceptScore W4281852171C106159729 @default.
- W4281852171 hasConceptScore W4281852171C144133560 @default.
- W4281852171 hasConceptScore W4281852171C162324750 @default.
- W4281852171 hasConceptScore W4281852171C176923680 @default.
- W4281852171 hasConceptScore W4281852171C17744445 @default.
- W4281852171 hasConceptScore W4281852171C183582576 @default.
- W4281852171 hasConceptScore W4281852171C189259953 @default.