The performance of global bond mutual funds
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 23 (1999)
Issue (Month): 8 (August)
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Web page: http://www.elsevier.com/locate/jbf
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- Polwitoon, Sirapat & Tawatnuntachai, Oranee, 2006. "Diversification benefits and persistence of US-based global bond funds," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2767-2786, October.
- Herrmann, Ulf & Scholz, Hendrik, 2013. "Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2314-2328.
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- repec:asi:joabsj:2013:p:59-68 is not listed on IDEAS
- Joe-Ming Lee, 2013. "The Search of Structural Changes in Mutual Fund Industry-Based On the ARMAX-GJR-GARCH Model," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(3), pages 308-316, March.
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- Mustafa Kultur & Romuald Morhs, 2014. "The impact of the exchange rate on Luxembourg equity funds," BCL working papers 86, Central Bank of Luxembourg.
- Huij, Joop & Derwall, Jeroen, 2008. ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 559-572, April.
- Morey, Matthew R., 2003. "Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1245-1271, July.
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