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Measuring alpha in the fund management industry : do female managers perform better?
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013
with previous studies, no significant differences in performance and risk are found between female and male managed funds … funds' exposure to known risk factors. Employing a quantile regression approach reveals that fund performance is highly …
Persistent link: https://www.econbiz.de/10009752997
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Measuring alpha in the fund management industry : do female managers perform better?
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013
with previous studies, no significant differences in performance and risk are found between female and male managed funds … funds' exposure to known risk factors. Employing a quantile regression approach reveals that fund performance is highly …
Persistent link: https://www.econbiz.de/10009742524
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Measuring Alpha in the Fund Management Industry : Do Female Managers Perform Better?
Babalos, Vassilios - 2013
with previous studies, no significant differences in performance and risk are found between female and male managed funds … funds' exposure to known risk factors. Employing a quantile regression approach reveals that fund performance is highly …
Persistent link: https://www.econbiz.de/10013080505
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Measuring Alpha in the Fund Management Industry : Do Female Managers Perform Better?
Babalos, Vassilios - 2013
with previous studies, no significant differences in performance and risk are found between female and male managed funds … funds' exposure to known risk factors. Employing a quantile regression approach reveals that fund performance is highly …
Persistent link: https://www.econbiz.de/10013081591
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Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: China economic review : an international journal 34 (2015), pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
Persistent link: https://www.econbiz.de/10011995622
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Macro-financial linkages in the high-frequency domain : the effects of uncertainty on realized volatility
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019
This paper estimates a bivariate HEAVY system including daily and intra-daily volatility equations and its macro …-augmented asymmetric power extension. It focuses on economic factors that exacerbate stock market volatility and represent major threats to … commodity markets on stock market realized volatility. Specifically, Economic Policy Uncertainty is shown to be one of the main …
Persistent link: https://www.econbiz.de/10012158736
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Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British …
Persistent link: https://www.econbiz.de/10011793915
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Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-9
any significant changes in the degree of persistence of the FTSE (Financial Times Stock Index) 100 Implied Volatility …
Persistent link: https://www.econbiz.de/10011857194