Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10011616916
This study aims to examine the impacts of a bond fund segregation policy event on Taiwan mutual fund industry. In principle, mutual fund industry is a highly regulated industry. However, bond funds focus on pursuing short-term high returns and increasing their scale by investing in structured...
Persistent link: https://www.econbiz.de/10009724653
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/10009776201
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/10009776209
This article applies the ARMAX- GARCH model to investigate mutual fund industry the scale development strategy in Taiwan. Mutual fund industry development strategy of follow the stock market or the bond market index, when the stock market is good, all the investment trust industry on the issue...
Persistent link: https://www.econbiz.de/10009778294