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Paevye investicionnye fondy

In: Den'gi : ėkonomičeskij žurnal (2003) 11, pp. 95-110

Persistent link: https://www.econbiz.de/10001754757

US banks, crises, and bailouts : from Mexico to LTCM

Kho, Bong-Chan; Lee, Dong; Stulz, René M. - 2000

Persistent link: https://www.econbiz.de/10001450357

Investicionnye kompanii

In: Den'gi : ėkonomičeskij žurnal (2003) 24, pp. 79-90

Persistent link: https://www.econbiz.de/10001771009

Hedge fund leverage before and after the crisis

Eichengreen, Barry; Park, Bokyeong - In: Journal of economic integration 17 (2002) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10001654030

Paevye investicionnye fondy

In: Den'gi : ėkonomičeskij žurnal (2001) 44, pp. 75-86

Persistent link: https://www.econbiz.de/10001655331

U.S. Banks, Crises, and Bailouts : From Mexico to LTCM

Stulz, Rene M. - 2000

This paper investigates the impact on bank stock prices of emerging market currency crises and bailouts. The stock market distinguishes between banks with exposure to a crisis country and other banks. In general, banks with exposures to a crisis country are affected adversely by currency events...

Persistent link: https://www.econbiz.de/10012471245

The Determinants of Mutual Funds Performance in Russia

Abramov, Aleksandr - 2017

Despite 19 years of the existence of mutual funds in Russia, their performance and effectiveness remain not deeply … the collective investment market in Russia. In contrast to many other countries oriented on the development of internal … stock market, collective investment in Russia does not yet play an active role in the mobilization of internal private …

Persistent link: https://www.econbiz.de/10012944339

Style Consistency and Mutual Fund Returns : The Case of Russia

Bayarmaa, Adiya - 2019

This paper carries out style analysis for Russian mutual funds using monthly data from the National Managers’ Association over the period January 2008-December 2017; specifically, it applies the RSBA method developed by Sharpe (1992) for evaluating the impact of style on returns, and uses the...

Persistent link: https://www.econbiz.de/10012871757

Russian Mutual Funds : Skill vs. Luck

Parshakov, Petr - 2014

Our work is focused on Russian mutual funds managers' skills versus luck testing. Using the bootstrap procedure of Kosowski et al. (2007) we test Jensen's alpha significance for each fund. We found that only 5% of equity mutual funds do have skills. These results for the emerging Russian market...

Persistent link: https://www.econbiz.de/10013040061

Assessment of the development of the stock market in the Russian Federation in a crisis

Burkalʹceva, D. D.; Niyazbekova, Shakizada; … - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12

The article analyzes the literature and provides an assessment of the development of the stock market in the Russian Federation between 2016-2020. Today, the process of improving electronic technologies for carrying out operations in the stock market is also a continuing segment of the financial...

Persistent link: https://www.econbiz.de/10012813251