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The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk

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  • Virginie Terraza
  • Carole Toque

Abstract

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Suggested Citation

  • Virginie Terraza & Carole Toque, 2009. "The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(2), pages 149-160, November.
    • Handle: RePEc:spr:decfin:v:32:y:2009:i:2:p:149-160
    DOI: 10.1007/s10203-009-0091-x
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    References listed on IDEAS

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    1. Christophe Hurlin, 2005. "Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène," Revue économique, Presses de Sciences-Po, vol. 56(3), pages 799-809.
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    More about this item

    Keywords

    Fund ratings; Granger causality in panel; Factor analysis; Sequences of multiperiod; Uncertainty measures; C10; G20;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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