Similar Search Results

Are shocks to hedge fund returns permanent or temporary?

Anoruo, Emmanuel - In: The IUP journal of applied finance : IJAF 19 (2013) 1, pp. 86-98

Persistent link: https://www.econbiz.de/10009696955

Asymmetric dynamics in current account-interest rate nexus : evidence from Asian countries

Anoruo, Emmanuel; Elike, Uchenna - In: Global review of business and economic research 5 (2009) 1, pp. 85-96

Persistent link: https://www.econbiz.de/10003933115

The relationship between international reserves and exchange rates : empirical evidence from a panel of Asian countries

Anoruo, Emmanuel; Elike, Uchenna - In: Journal of international economic review 4 (2011) 2, pp. 95-113

Persistent link: https://www.econbiz.de/10009533767

Current account and fiscal deficits : evidence from India

Anoruo, Emmanuel - In: The Indian economic journal 45 (1998) 3, pp. 66-80

Persistent link: https://www.econbiz.de/10001338093

Current account and fiscal deficits : evidence from five developing economies of Asia

Anoruo, Emmanuel - In: Journal of Asian economics 9 (1998) 3, pp. 487-501

Persistent link: https://www.econbiz.de/10001254505

Are Shocks to Hedge Fund Returns Permanent or Temporary?

Anoruo, Emmanuel - 2013

This paper seeks to ascertain whether shocks to hedge fund returns are permanent or temporary by using M1 and M2 unit root procedures advanced by Narayan and Popp. In addition, the paper implements the GARCH-based unit root test developed by Liu and Narayan. These procedures allow for two...

Persistent link: https://www.econbiz.de/10013087943