Verifying the Causal Relationship in Mutual Fund Holdings and Market Volatility
碩士 === 銘傳大學 === 金融研究所 === 85 === This paper applies a multivariate model to explore the causal relationship between mutual fund holding and market volatility using weekly data from 1994 July to 1996 July. By considering the possible connected relationship exists among variables, we use the VAR mod...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48499764856570899451 |