On the dual characteristics of closed-end country funds

Journal of International Money and Finance

Volumn 21, Issue 5, 2002, Pages 589-618

  Lee, Bong Soo ^a,b   Hong, Gwangheon ^a  

^a UNIVERSITY OF HOUSTON   (United States)

^b SAGINAW VALLEY STATE UNIVERSITY   (United States)

Author keywords

Asian financial crisis; Closed end country funds; Exchange rate; VAR

Indexed keywords

EID: 0036337313     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(02)00014-1     Document Type: Article

References (29)

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5. Closed-end country funds and US Market sentiment
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7. Why do closed-end country funds trade at enormous premiums during currency crises?
8. International diversification through closed-end country funds
9. Are the discounts on closed-end funds a sentiment index?
10. Market segmentation and the valuation of closed-end country funds: An empirical analysis
11. Yes, discounts on closed-end funds are a sentiment index
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15. International transmission of stock market movements
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19. Statistical analysis of cointegration vectors
20. Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
21. Investor reaction to salient news in closed-end country funds
22. Causal relations among stock returns, interest rate, real activity, and inflation
23. The response of stock prices to permanent and temporary shocks to dividends
24. Time series implications of aggregate dividend behavior
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27. Testing for a unit root in time series regression
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29. Macroeconomics and reality