Showing 1 - 10 of 350,802
Persistent link: https://www.econbiz.de/10000875875
Persistent link: https://www.econbiz.de/10001291047
Persistent link: https://www.econbiz.de/10011327162
Persistent link: https://www.econbiz.de/10011660846
movements in the host country's stock market and overly sensitive to variation in the U.S. and world stock markets. This …
Persistent link: https://www.econbiz.de/10012474369
Persistent link: https://www.econbiz.de/10012171607
Persistent link: https://www.econbiz.de/10012226110
movements in the host country's stock market and overly sensitive to variation in the U.S. and world stock markets. This …
Persistent link: https://www.econbiz.de/10012763318
Persistent link: https://www.econbiz.de/10013255836
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