Showing 1 - 10 of 215
idiosyncratic risk. The dataset is decomposed into five market fundamentals in order to emphasis the policy implications of our … to market risk exposure. Second, fund managers tend to raise (cutback) their risk exposure in time of high (low) market … risk exposure are catching-up with their counterparts with higher exposure to fluctuation in market conditions. The paper …
Persistent link: https://www.econbiz.de/10011956955
This study complements the scarce literature on conditional market timing in the mutual fund industry by assessing determinants of market timing throughout the distribution of market exposure. It builds on the intuition that the degree of responsiveness by fund managers to investigated factors...
Persistent link: https://www.econbiz.de/10011784886
This study complements the scarce literature on conditional market timing in the mutual fund industry by assessing determinants of market timing throughout the distribution of market exposure. It builds on the intuition that the degree of responsiveness by fund managers to investigated factors...
Persistent link: https://www.econbiz.de/10012952524
idiosyncratic risk. The dataset is decomposed into five market fundamentals in order to emphasis the policy implications of our … to market risk exposure. Second, fund managers tend to raise (cutback) their risk exposure in time of high (low) market … risk exposure are catching-up with their counterparts with higher exposure to fluctuation in market conditions. The paper …
Persistent link: https://www.econbiz.de/10012924862
This study complements the scarce literature on conditional market timing in the mutual fund industry by assessing determinants of market timing throughout the distribution of market exposure. It builds on the intuition that the degree of responsiveness by fund managers to investigated factors...
Persistent link: https://www.econbiz.de/10011698475
idiosyncratic risk. The dataset is decomposed into five market fundamentals in order to emphasis the policy implications of our … to market risk exposure. Second, fund managers tend to raise (cutback) their risk exposure in time of high (low) market … risk exposure are catching-up with their counterparts with higher exposure to fluctuation in market conditions. The paper …
Persistent link: https://www.econbiz.de/10011817236
This study argues that the ease at which economic agents have access to foreign earnings would influence/increase the level of dollarization in the economy. The three sources of foreign currency earnings are financial integration, trade openness and natural resource rent. As such, we extend the...
Persistent link: https://www.econbiz.de/10012935555
This study complements the scarce literature on growth determinants in fast emerging economies of the BRICS and MINT by assessing the determinants throughout the conditional distributions of the growth rate and real GDP output for the period 2001-2011. An instrumenal variable (IV) quantile...
Persistent link: https://www.econbiz.de/10013024047
We analyze the evolution of fast emerging economies of the BRICS (Brazil, Russia, India, China & South Africa) and MINT (Mexico, Indonesia, Nigeria & Turkey) countries, by assessing growth determinants throughout the conditional distributions of the growth rate and real GDP output for the period...
Persistent link: https://www.econbiz.de/10012921043
The objective of this study is to assess governance drivers of FDI in a panel of BRICS and MINT countries for the period 2001-2011. We bundle and unbundle governance determinants using a battery of contemporary and non-contemporary estimation techniques. Our findings reveal the following:...
Persistent link: https://www.econbiz.de/10012063760