Showing 1 - 10 of 1,559
This is the first paper analyzing the impact of index momentum factors on the performance of international and global … equity funds. Extending an international, index-based version of the Fama and French (1993) three-factor model by adding the …
Persistent link: https://www.econbiz.de/10010777127
We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied extreme values have been generated...
Persistent link: https://www.econbiz.de/10010948932
This study applies by the panel transition regression (PSTR) model to investigate the nonlinear dynamic relationship between equity fund flow and investment volatility in Taiwan. Our empirical results show that the equity fund managers will be different business strategy under the volatility...
Persistent link: https://www.econbiz.de/10010948971
Persistent link: https://www.econbiz.de/10004998649
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time-changing alpha using a sample of Australian international funds over the period from July 1995 to January 2005 …. Regardless, few international funds show consistent positive excess returns over the period. …
Persistent link: https://www.econbiz.de/10010769561
governments, businesses, and individuals can better manage risk in our contemporary world. Goldin and Mariathasan assert that the … Butterfly Defect shows that mitigating uncertainty and systemic risk in an interconnected world is an essential task for our …
Persistent link: https://www.econbiz.de/10011097646
governments, businesses, and individuals can better manage risk in our contemporary world. Goldin and Mariathasan assert that the … Butterfly Defect shows that mitigating uncertainty and systemic risk in an interconnected world is an essential task for our …
Persistent link: https://www.econbiz.de/10011097661
financial crisis, a dysfunctional international monetary system, and U.S. policies have paradoxically strengthened the dollar …’s importance. Eswar Prasad examines how the dollar came to have a central role in the world economy and demonstrates that it will … incentive to prevent a dollar crash. Prasad takes the reader through key contemporary issues in international finance …
Persistent link: https://www.econbiz.de/10011082746
financial crisis, a dysfunctional international monetary system, and U.S. policies have paradoxically strengthened the dollar …’s importance. Eswar Prasad examines how the dollar came to have a central role in the world economy and demonstrates that it will … incentive to prevent a dollar crash. Prasad takes the reader through key contemporary issues in international finance …
Persistent link: https://www.econbiz.de/10011082749