What influences portfolio contagion among open-end mutual funds?
Year of publication: |
2019
|
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Authors: | Liu, Junbin ; Liu, Xiaoxing ; Shi, Guangping |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 145-152
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Subject: | Mutual funds network | Portfolio contagion | SMSS-TVP-VAR-SV model | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Contagion effect | Kapitaleinkommen | Capital income |
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