Time-variation in the effects of push and pull factors on portfolio flows : evidence from a Bayesian dynamic factor model
Timo Bettendorf, Aikaterini Karadimitropoulou
| Year of publication: |
2023
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|---|---|
| Authors: | Bettendorf, Timo ; Karadimitropoulou, Aikaterini |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 156.2023, p. 1-25
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| Subject: | Portfolio flows | Push and pull factors | Bayesian dynamic factor model | Time-variation | Faktorenanalyse | Factor analysis | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104756 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014480350