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Gerasimos G. Rompotis

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Open access Jul 2026

Contagion and Spillover Effects of the Chinese Housing Crisis on the China‐Focused ETFs Trading in the United States

This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to...

Gerasimos G. Rompotis, Spyros Papathanasiou, Drosos Koutsokostas · 0 citations

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