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Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

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  1. Performance of fixed-income mutual funds with regime-switching models. (2018). Ayadi, Mohamed A ; Welch, Robert ; Liao, Yusui ; Lazrak, Skander.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:217-231.

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  2. Asymmetric Fund Performance Characteristics A Comparison of European and US Large-Cap Funds. (2017). Pynnonen, Seppo ; Koutmos, Gregory ; Knif, Johan ; Hogholm, Kenneth .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:21:y:2017:i:1:p:1-20.

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  3. Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

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  4. Structural breaks and portfolio performance in global equity markets. (2015). Turtle, Harry J ; Zhang, Chengping.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:6:p:909-922.

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  5. Towards a Holistic Approach for Mutual Fund Performance Appraisal. (2015). BABALOS, VASSILIOS ; Zopounidis, Constantin ; Philippas, Nikolaos ; Doumpos, Michael.
    In: Computational Economics.
    RePEc:kap:compec:v:46:y:2015:i:1:p:35-53.

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Cocites

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  1. Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

    Full description at Econpapers || Download paper

  2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
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  3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
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  4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
    In: NBER Working Papers.
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  5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
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  6. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
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  7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
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  8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
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  13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
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  21. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
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  24. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
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  31. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria.
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  33. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
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  34. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
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