References
- 1. Abdel-Kader, M., & Qing, K. Y. (2007). Risk-adjusted performance, selectivity, timing ability, and performance persistence of Hong Kong mutual funds. Journal of Asia-Pacific Business, 8(2), 25-58.10.1300/J098v08n02_03
- 2. Aizenman, J., Binici, M., & Hutchison, M. M. (2014). The transmission of Federal Reserve tapering news to emerging financial markets (No. w19980). National Bureau of Economic Research.10.3386/w19980
- 3. Avdjiev, S., & Takáts, E. (2014). Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals, https://ssrn.com/abstract=2498634.
- 4. Călin, A. C. (2015). The Effects of the Federal Reserve’s Tapering Announcement on the US Real Estate Market. Financial studies, 19(3), 79-90.
- 5. Christensen, M. (2005). Danish mutual fund performance-selectivity, market timing and persistence, http://dx.doi.org/10.2139/ssrn.670701.10.2139/ssrn.670701
- 6. Cumby. R. E., Glen, J. D. (1990). Evaluating the Performance of International Mutual Funds, The Journal of Finance, Vol(45), No(2).10.1111/j.1540-6261.1990.tb03700.x
- 7. Estrada, G. B., Park, D., & Ramayandi, A. (2016). Taper tantrum and emerging equity market slumps. Emerging Markets Finance and Trade, 52(5), 1060-1071.10.1080/1540496X.2015.1105596
- 8. Fabris, N. (2018). Challenges for Modern Monetary Policy. Journal of Central Banking Theory and Practice, 7(2), 5-24.10.2478/jcbtp-2018-0010
- 9. Handjnicolaou, G., (1980). The Performance of Greek Mutual Funds in the Period 1973-76: A Cases of internationally diversified portfolios (In Greek), Spoudai, University of Piraeus, 11(3-4),, 381-391.
- 10. Jensen, M. C. (1968). The performance of mutual funds in the period 1945–1964. The Journal of finance, 23(2), 389-416.10.1111/j.1540-6261.1968.tb00815.x
- 11. Joyce, M. A., & Tong, M. (2012). QE and the gilt market: a disaggregated analysis. The Economic Journal, 122(564), F348-F384.10.1111/j.1468-0297.2012.02552.x
- 12. Joyce, M., Lasaosa, A., Stevens, I., & Tong, M. (2011). The financial market impact of quantitative easing in the United Kingdom. International Journal of Central Banking, 7(3), 113-161.10.2139/ssrn.1638986
- 13. Joyce, M., Miles, D., Scott, A., & Vayanos, D. (2012). Quantitative easing and unconventional monetary policy–an introduction. The Economic Journal, 122(564), F271-F288.10.1111/j.1468-0297.2012.02551.x
- 14. Karan, M. B., Uysal, E. U., & Kaya, M. (2017). Value at Risk Performance of Emerging Market Equity Portfolios During the Fed’s Tapering. In Risk Management, Strategic Thinking and Leadership in the Financial Services Industry (pp. 191-209). Springer, Cham.10.1007/978-3-319-47172-3_13
- 15. Karolyi, G. A., & McLaren, K. J. (2017). Racing to the exits: International transmissions of funding shocks during the Federal Reserve’s taper experiment. Emerging Markets Review, 32, 96-115.10.1016/j.ememar.2017.05.009
- 16. Koulis, A., Botsaris, C., Adam, M., & Beneki, C. (2011). An Assessment of the Performance of Greek Mutual Equity Funds Selectivity and Market Timing. Applied Mathematical Sciences, Vol(5), No(4), 159-171.
- 17. Kyriazis, Ν. A. (2017). Eurozone Debt Monetization and Helicopter Money Drops: How Viable can this be? Journal of Central Banking Theory and Practice, 6(3), 5-15.10.1515/jcbtp-2017-0018
- 18. Kyriazis, Ν. A., & Economou, E. M. (2017). The Relation of Brexit with the UK’s QE Decisions and its Impact on the Eurozone. Journal of Central Banking Theory and Practice, 6(1), 5-14. Kyriazis, N. A., & Economou, E. M. (2019). Brexit and new perspectives of an unconventional way of Eurozone revival. Journal of Central Banking Theory and Practice, 8(3), 5-20.10.1515/jcbtp-2017-0001
- 19. Lee, C. F., & Rahman, S. (1990). Market timing, selectivity, and mutual fund performance: An empirical investigation. Journal of Business, 261-278.10.1086/296505
- 20. Lim, J. J., Mohapatra, S., & Stocker, M. (2014). Tinker, Taper, QE, Bye? The Effect of Quantitative Easing on Financial Flows to Developing Countries. World Bank Policy Research Working Paper, (6820).10.1596/1813-9450-6820
- 21. Lintner, J., 1965a. Security Prices, Risk, and Maximal Gains From Diversification. The Journal of Finance, 20(4), pp.587-615.10.1111/j.1540-6261.1965.tb02930.x
- 22. Lintner, J., 1965b. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. The Review of Economics and Statistics, 47(1), pp.13-3710.2307/1924119
- 23. Mansor, F., & Bhatti, M. I. (2011, March). The Islamic mutual fund performance: New evidence on market timing and stock selectivity. In 2011 International Conference on Economics and Finance Research IPEDR (Vol. 4).
- 24. Markowitz, H. (1952), Portfolio Selection, The Journal of Finance, 7(1), 77-91.10.1111/j.1540-6261.1952.tb01525.x
- 25. Mossin, J., 1966. Equilibrium in a Capital Asset Market. Econometrica, 34(4), pp.768-783.10.2307/1910098
- 26. Papadamou, S., Siriopoulos, C. (2004). American Equity Mutual Funds in European Markets: Hot Hands Phenomenon and Style Analysis. International Journal of Finance and Economics, 9:85-97.10.1002/ijfe.233
- 27. Papadamou, S., Spyromitros, E., & Kyriazis, N. A. (2018). Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach. International Economics and Economic Policy, 15(2), 353-371.10.1007/s10368-017-0401-7
- 28. Papadamou, S., Kyriazis, N. A., & Tzeremes, P. G. (2019). Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. Journal of Risk and Financial Management, 12(2), 57.10.3390/jrfm12020057
- 29. Papadamou, S., Kyriazis, Ν. A., & Tzeremes, P. G. (2019). US nonlinear causal effects on global equity indices in Normal times versus unconventional eras. International Economics and Economic Policy, 1-27.10.1007/s10368-019-00457-y
- 30. Papadamou, S., Syriopoulos C., & Kyriazis, Ν. A., (2020). A Survey of Empirical Findings on Unconventional Central Bank Policies. Journal of Economic Studies (forthcoming).10.1108/JES-04-2019-0186
- 31. Perold, A. F. (2004). The capital asset pricing model. Journal of economic perspectives, 18(3), 3-24.10.1257/0895330042162340
- 32. Poterba, J. M., & Shoven, J. B. (2002). Exchange-traded funds: A new investment option for taxable investors. American Economic Review, 92(2), 422-427.10.1257/000282802320191732
- 33. Sahay, M. R., Arora, M. V. B., Arvanitis, M. A. V., Faruqee, M. H., N’Diaye, M. P., & Griffoli, M. T. M. (2014). Emerging market volatility: Lessons from the taper tantrum (No. 14-19). International Monetary Fund.10.5089/9781498318204.006
- 34. Sharpe, W.F. (1964). Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk, Journal of Finance, 19, 425-442.10.1111/j.1540-6261.1964.tb02865.x
- 35. Sorros, J. N. (2003). Return and risk analysis: A case study in equity mutual funds operating in the Greek financial market. Managerial Finance, 29(9), 21-28.10.1108/03074350310768454
- 36. Thanou, E. (2008). Mutual Fund Evaluation During Up and Down Market Conditions: The Case of Greek Equity Mutual Funds, International Research Journal of Finance and Economics, ISSN 1450-2887, issue 13, 84-93.
- 37. Tillmann, P. (2016). Unconventional monetary policy and the spillovers to emerging markets. Journal of International Money and Finance, 66, 136-156.10.1016/j.jimonfin.2015.12.010
- 38. Treynor, J., & Mazuy, K. (1966). Can mutual funds outguess the market. Harvard business review, 44(4), 131-136.
- 39. Twinoburyo, E. N., & Odhiambo, N. M. (2018). Monetary policy and economic growth: a review of international literature. Journal of Central Banking Theory and Practice, 7(2), 123-137.10.2478/jcbtp-2018-0015