Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Vassilios Babalos, Guglielmo Maria Caporale, Nicola Spagnolo
| Year of publication: |
2021
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|---|---|
| Authors: | Babalos, Vassilios ; Caporale, Guglielmo Maria ; Spagnolo, Nicola |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 60.2021, 2, p. 539-555
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| Subject: | Equity fund flows | Stock market returns | Volatility | VAR-GARCH-in-mean model | Kapitaleinkommen | Capital income | USA | United States | Aktienmarkt | Stock market | Aktienfonds | Equity fund | Investmentfonds | Investment Fund | Finanzkrise | Financial crisis | Volatilität | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01783-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490280