Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/19204
Title: Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis
Authors: Babalos, V
Caporale, GM
Spagnolo, N
Keywords: Equity Fund Flows;Stock Market Returns;Volatility;VAR-GARCH-inmean model
Issue Date: 13-Dec-2019
Publisher: Springer
Citation: Empirical Economics, 2019
URI: http://bura.brunel.ac.uk/handle/2438/19204
ISSN: 0377-7332
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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