A panic-prone pack? The behavior of emerging market mutual funds:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CES
2001
Munich Ifo |
| Series: | CESifo working papers
No. 564 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Auch im Internet unter der Adresse http://www.SSRN.com oder http://www.CESifo.de verfügbar. - Literaturverz. S. 33 - 35 |
| Physical Description: | 35 S. 21 cm |
Staff View
MARC
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| 245 | 1 | 0 | |a A panic-prone pack? The behavior of emerging market mutual funds |c Eduardo R. Borensztein ; R. Gaston Gelos. [Center for Economic Studies ; Ifo Institute] |
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Record in the Search Index
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|---|---|
| adam_text |
CONTENTS
PAGE
I.
INTRODUCTION
.
3
II.
CONTAGION,
HERDING,
AND
INSTITUTIONAL
INVESTORS
.
4
III.
DATA
.
6
IV.
FLOWS
OVER
TIME,
ACROSS
FUNDS,
AND
REGIONS
.
8
V.
FLOWS
DURING
CRISIS
PERIODS
.
10
VI.
LEADERS
AND
FOLLOWERS
.
13
VII
.
TESTING
FOR
HERDING
.
14
VIII.
TESTING
FOR
POSITIVE
FEEDBACK
TRADING
.
21
IX.
CONCLUSIONS
.
25
TABLES:
1.
TOTAL
HOLDINGS
AND
NUMBER
OF
FUNDS
BY
REGION
.
7
2.
VECTOR
AUTOREGRESSIONS
WITH
PAIRS
OF
FUND
CLASSES
.
16
3.
MEAN
HERDING
MEASURES
BY
REGION
.
18
4.
MEAN
HERDING
MEASURES
BY
TYPES
OF
FUNDS
.
19
5.
MEAN
HERDING
MEASURES
BY
STOCK
MARKET
CAPITALIZATION
.
22
6.
PAST-MONTH
PERFORMANCE
AND
NUMBERS
RATIO
BY
FUND
TYPE
AND
MARKET
SIZE
.
24
7.
PAST-MONTH
PERFORMANCE
AND
DOLLAR
RATIO
BY
FUND
TYPE
AND
MARKET
SIZE
.
24
8.
CHANGES
IN
PORTFOLIO
WEIGHTS
IN
RESPONSE
TO
CHANGES
IN
LAGGED
RETURNS
.
26
FIGURES:
1.
GROSS
AND
NET
FLOWS
BY
REGION
.
9
2.
IN
AND
OUTFLOWS
AROUND
CRISES
.
12
3.
ACTUAL
AND
SIMULATED
HERDING
MEASURE
DISTRIBUTIONS
.
19
APPENDICES:
I.
CORRELATION
OF
AGGREGATE
FLOWS
ACROSS
COUNTRIES
.
26
II.
THE
BEHAVIOR
OF
FUNDS
AROUND
CRISES
.
28
III.
SIMULATING
THE
HERDING
MEASURE
DISTRIBUTION
.
32
REFERENCES
.
33 |
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| era | Geschichte 1996 gnd |
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| id | DE-604.BV023577924 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:40:15Z |
| indexdate | 2024-08-22T00:35:47Z |
| institution | BVB |
| language | English |
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| physical | 35 S. 21 cm |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | CES Ifo |
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| series | CESifo working papers |
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| spelling | Borensztein, Eduardo Verfasser (DE-588)123415373 aut A panic-prone pack? The behavior of emerging market mutual funds Eduardo R. Borensztein ; R. Gaston Gelos. [Center for Economic Studies ; Ifo Institute] Munich CES 2001 Munich Ifo 35 S. 21 cm txt rdacontent n rdamedia nc rdacarrier CESifo working papers No. 564 Auch im Internet unter der Adresse http://www.SSRN.com oder http://www.CESifo.de verfügbar. - Literaturverz. S. 33 - 35 Geschichte 1996 gnd rswk-swf Fonds (DE-588)4202351-8 gnd rswk-swf Marktentwicklung (DE-588)4123713-4 gnd rswk-swf Investitionsverhalten (DE-588)4114046-1 gnd rswk-swf Investitionsverhalten (DE-588)4114046-1 s DE-604 Marktentwicklung (DE-588)4123713-4 s Fonds (DE-588)4202351-8 s Geschichte 1996 z Gelos, Gaston Verfasser (DE-588)123415381 aut CESifo working papers No. 564 (DE-604)BV013978326 564 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016893564&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Borensztein, Eduardo Gelos, Gaston A panic-prone pack? The behavior of emerging market mutual funds CESifo working papers Fonds (DE-588)4202351-8 gnd Marktentwicklung (DE-588)4123713-4 gnd Investitionsverhalten (DE-588)4114046-1 gnd |
| subject_GND | (DE-588)4202351-8 (DE-588)4123713-4 (DE-588)4114046-1 |
| title | A panic-prone pack? The behavior of emerging market mutual funds |
| title_auth | A panic-prone pack? The behavior of emerging market mutual funds |
| title_exact_search | A panic-prone pack? The behavior of emerging market mutual funds |
| title_exact_search_txtP | A panic-prone pack? The behavior of emerging market mutual funds |
| title_full | A panic-prone pack? The behavior of emerging market mutual funds Eduardo R. Borensztein ; R. Gaston Gelos. [Center for Economic Studies ; Ifo Institute] |
| title_fullStr | A panic-prone pack? The behavior of emerging market mutual funds Eduardo R. Borensztein ; R. Gaston Gelos. [Center for Economic Studies ; Ifo Institute] |
| title_full_unstemmed | A panic-prone pack? The behavior of emerging market mutual funds Eduardo R. Borensztein ; R. Gaston Gelos. [Center for Economic Studies ; Ifo Institute] |
| title_short | A panic-prone pack? The behavior of emerging market mutual funds |
| title_sort | a panic prone pack the behavior of emerging market mutual funds |
| topic | Fonds (DE-588)4202351-8 gnd Marktentwicklung (DE-588)4123713-4 gnd Investitionsverhalten (DE-588)4114046-1 gnd |
| topic_facet | Fonds Marktentwicklung Investitionsverhalten |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016893564&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013978326 |
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