Now showing items 1-4 of 4
Cyclical behavior of international fund flows
(2018-01) - Journal article
We investigate the cyclicality of international fund flows employing correlation and regression analysis using monthly data for almost 70 countries between 1996 and 2013. International fund flows are cross-border investments ...
A new classifier based on the reference point method with application in bankruptcy prediction
(2018) - Journal article
The finance industry relies heavily on the risk modelling and analysis toolbox to assess the risk profiles of entities such as individual and corporate borrowers and investment vehicles. Such toolbox includes a variety of ...
Are international fund flows related to exchange rate dynamics?
(2018-02) - Journal article
Employing monthly data for 53 countries between 1996 and 2015, we investigate the relationship between international fund flows and exchange rate dynamics. We find strong co-movement between funds flows (as measured with ...
Correction to: The opportunity cost of negative screening in socially responsible investing
(2018-01-05) - Journal article