Explanatory factors of Eurozone equity ETF tracking error

Purpose: According to the existing literature, it remains unclear whether a specific ETF outperforms or underperforms its benchmark index in terms of tracking error, especially during crisis periods. Therefore, this study concentrates on the largest and most liquid Eurozone equity ETF, iShares Euro...

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Bibliographic Details
Main Authors: Josip Arnerić, Luka Osojnik
Format: Article
Language:English
Published: Faculty of Economics and Business in Osijek 2024-01-01
Series:Ekonomski Vjesnik
Subjects:
Online Access:https://hrcak.srce.hr/file/471313
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