A comparative study of mutual fund flows and market performances between Singapore, Malaysia and Indonesia
This study examines the causal relationship between aggregate equity (bond) mutual fund flows with stock (bond) market returns and volatility in Singapore, Malaysia and Indonesia. Using daily data with 1093 total observations in each category of funds, the findings of VAR model and Granger-causality...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2018
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| Online Access: | https://eprints.nottingham.ac.uk/53742/ |