A film, preferably, a multi-layered film, including a polymer composition, wherein the polymer composition includes: within a range from 1 wt % to 25 wt % of a cyclic olefin copolymer based on the weight of the polymer composition, and within a range from 75 wt % to 99 wt % (the remainder of material) of a polyethylene based on the weight of the polymer composition, wherein the cyclic olefin copolymer has a glass transition temperature (T.sub.g) of at least 80.degree. C. The films may be used in shrink packaging application.