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Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds
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Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds (2022)Monetary policy and portfolio rebalancing…Whatever It Takes: The Real Effects of Unconventional Monetary Policy (2017)Whatever It Takes: The Real E…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…Home Bias in Open Economy Financial Macroeconomics (2013)Home Bias in Open Economy Fin…The Determinants of Mutual Fund Performance: A Cross-Country Study (2011)The Determinants of Mutual Fu…Risk, Uncertainty and Monetary Policy (2011)Risk, Uncertainty and Monetar…A model of unconventional monetary policy (2010)A model of unconventional mon…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Hard-to-Value Stocks, Behavioral Biases, and Informed Trading (2009)Hard-to-Value Stocks, Behavio…International Investment Patterns (2008)International Investment Patt…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates …Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentSome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Discretion versus policy rules in practice (1993)When Is the Government Spending Multiplier Large? (2011)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Specification Tests in Econometrics (1978)Formulation and estimation of dynamic models using panel data (1982)Estimating Vector Autoregressions with Panel Data (1988)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)An Intertemporal Capital Asset Pricing Model (1973)Credit Cycles (1997)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)THE INDIVIDUAL INVESTOR: ATTRIBUTES AND ATTITUDES (1974)International Investment Restrictions and Closed‐End Country Fund Prices (1990)Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Financial Dependence and Growth (1996)Household Finance (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)Liquidity and leverage (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Domestic Saving and International Capital Flows (1980)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Information and the Cost of Capital (2004)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Tolerance for Failure and Corporate Innovation (2011)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Unobserved Actions of Mutual Funds (2006)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Measuring skill in the mutual fund industry (2015)Macroeconomics and Reality (1980)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Fluctuations in Uncertainty (2014)Measuring Uncertainty (2015)Initial conditions and moment restrictions in dynamic panel data models (1995)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,662 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,802 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2003Zero Bound on Interest Rates and Optimal Monetary Policy2,078 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 2011Risk, Uncertainty and Monetary Policy1,330 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,143 cited
  • 2005Has Financial Development Made the World Riskier?1,122 cited
  • 2017Whatever It Takes: The Real Effects of Unconventional Monetary Policy712 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2011The Determinants of Mutual Fund Performance: A Cross-Country Study461 cited
  • 2008International Investment Patterns404 cited
  • 2013Home Bias in Open Economy Financial Macroeconomics374 cited

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  • 2009Hard-to-Value Stocks, Behavioral Biases, and Informed Trading359 cited
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