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Risk management and team-managed mutual funds
Bär, Michaela; Ciccotello, Conrad S.; Ruenzi, Stefan - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10008905798
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011482859
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
Persistent link: https://www.econbiz.de/10011536693
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Is this time different? : trend-following and financial crises
Hutchinson, Mark C.; O’Brien, John - In: The journal of alternative investments 17 (2014/15) 2, pp. 82-102
Persistent link: https://www.econbiz.de/10010467223
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011479824
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Asset allocation and selectivity of Asian mutual funds during financial crisis
Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 233-250
Persistent link: https://www.econbiz.de/10001839836
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Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis : A VAR-GARCH-in-mean Analysis
Babalos, Vassilios - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10012987395
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Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis : A VAR-GARCH-In-Mean Analysis
Babalos, Vassilios - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10012990997
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Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
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Offshore hedge funds : survival and performance 1989 - 1995
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - 1997
Persistent link: https://www.econbiz.de/10000619755