Diversification benefits and persistence of US-based global bond funds
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- Judith Chevalier & Glenn Ellison, 1999.
"Are Some Mutual Fund Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance,"
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- Judith Chevalier & Glenn Ellison, 1996. "Are Some Mutual Funds Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance," NBER Working Papers 5852, National Bureau of Economic Research, Inc.
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Delroy M. Hunter & David P. Simon, 2005. "A Conditional Assessment of the Relationships between the Major World Bond Markets," European Financial Management, European Financial Management Association, vol. 11(4), pages 463-482.
- Cumby, Robert E & Glen, Jack D, 1990. " Evaluating the Performance of International Mutual Funds," Journal of Finance, American Finance Association, vol. 45(2), pages 497-521, June.
- Chang, Eric & Eun, Cheol S. & Kolodny, Richard, 1995. "International diversification through closed-end country funds," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1237-1263, October.
- Detzler, Miranda Lam, 1999. "The performance of global bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 23(8), pages 1195-1217, August.
- William F. Maxwell, 1998. "The January Effect in the Corporate Bond Market: A Systematic Examination," Financial Management, Financial Management Association, vol. 27(2), Summer.
- Chang, Eric C. & Huang, Roger D., 1990. "Time-Varying Return and Risk in the Corporate Bond Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 323-340, September.
- Gallo, John G. & Lockwood, Larry J. & Swanson, Peggy E., 1997. "The performance of international bond funds," International Review of Economics & Finance, Elsevier, vol. 6(1), pages 17-35.
- Carl Ackermann & Richard McEnally & David Ravenscraft, 1999. "The Performance of Hedge Funds: Risk, Return, and Incentives," Journal of Finance, American Finance Association, vol. 54(3), pages 833-874, June.
- Elton, Edwin J & Gruber, Martin J & Rentzler, Joel C, 1987. "Professionally Managed, Publicly Traded Commodity Funds," The Journal of Business, University of Chicago Press, vol. 60(2), pages 175-199, April. Full references (including those not matched with items on IDEAS)
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