Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds

No abstract is available for this paper.

• Publication year

  2022

• Venue

  Journal of Financial Stability

• Publication date

  2022-08-01

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1016/j.jfs.2022.101059
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Explaining the Recent Failure of Value Investing

  2022cited by this paper
• Price Effects of Unconventional Monetary Policy Announcements on European Securities Markets

  2021cited by this paper
• When the Panic Broke Out: Covid-19 and Investment Funds' Portfolio Rebalancing Around the World

  2021cited by this paper
• Portfolio rebalancing and the transmission of large-scale asset purchase programs: Evidence from the Euro area

  2020cited by this paper
• The home bias and the local bias: A survey

  2020cited by this paper
• Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio-Rebalancing Channel

  2019cited by this paper
• Whatever It Takes: The Real Effects of Unconventional Monetary Policy

  2019cited by this paper
• The portfolio of euro area fund investors and ECB monetary policy announcements

  2018cited by this paper
• Unconventional Monetary Policy and the Portfolio Choice of International Mutual Funds

  2018cited by this paper
• A High Frequency Assessment of the ECB Securities Markets Programme

  2017cited by this paper
• Euro-area quantitative easing and portfolio rebalancing

  2017cited by this paper
• The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme

  2017cited by this paper
• ECB Policies Involving Government Bond Purchases: Impact and Channels

  2017cited by this paper
• The Hunt for Duration: Not Waving but Drowning?

  2017cited by this paper
• Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme

  2016cited by this paper
• The impact of the ECB's conventional and unconventional monetary policies on stock markets

  2016cited by this paper
• The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain

  2016cited by this paper
• ECB Unconventional Monetary Policy: Market Impact and International Spillovers

  2016cited by this paper
• Asset Allocation and Monetary Policy: Evidence from the Eurozone

  2016cited by this paper
• The Effect of Management Design on the Portfolio Concentration and Performance of Mutual Funds

  2016cited by this paper
• Asset Purchase Programmes and Financial Markets: Lessons from the Euro Area

  2015cited by this paper
• Fact, Fiction, and Value Investing

  2015cited by this paper
• The effectiveness of unconventional monetary policy at the zero lower bound : a cross-country analysis

  2014cited by this paper
• Evaluating asset-market effects of unconventional monetary policy: a multi-country review

  2014cited by this paper
• The Determinants of Mutual Fund Performance: A Cross-Country Study

  2013cited by this paper
• Risk, Uncertainty and Monetary Policy

  2013cited by this paper
• Home bias in open economy financial macroeconomics

  2013cited by this paper
• The financial and macroeconomic effects of the OMT announcements

  2013cited by this paper
• Country and industry concentration and the performance of international mutual funds

  2013cited by this paper
• The response of interest rates to U.S. and U.K. quantitative easing

  2012cited by this paper
• The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance

  2012cited by this paper
• On the International Transmission of Shocks : Micro-Evidence from Mutual Fund Portfolios

  2012cited by this paper
• A model of unconventional monetary policy

  2011cited by this paper
• Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?

  2011cited by this paper
• The world price of home bias.

  2010cited by this paper
• How Active is Your Fund Manager? A New Measure That Predicts Performance

  2009cited by this paper
• Style Index Rebalancing for Better Diversification: Lessons from Broad Market and Equity Style Indexes

  2009cited by this paper
• European monetary policy surprises: the aggregate and sectoral stock market response

  2009cited by this paper
• International Investment Patterns

  2008cited by this paper
• International Diversification with Large- and Small-Cap Stocks

  2008cited by this paper
• Home Bias at the Fund Level

  2008cited by this paper
• Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

  2008cited by this paper
• Can mutual funds time investment styles?

  2007cited by this paper
• On the Industry Concentration of Actively Managed Equity Mutual Funds

  2005cited by this paper
• Cap-Weighted Portfolios are Sub-Optimal Portfolios

  2004cited by this paper
• Passive Investment Strategies and Efficient Markets

  2003cited by this paper
• Zero Bound on Interest Rates and Optimal Monetary Policy

  2003cited by this paper
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

  1991cited by this paper
• Biases in Dynamic Models with Fixed Effects

  1981cited by this paper
• Federal Reserve Bank of San Francisco the Signaling Channel for Federal Reserve Bond Purchases the Signaling Channel for Federal Reserve Bond Purchases *

  year unknowncited by this paper

• A Concept Drift-Based Technique for Trading Strategy Portfolio Dynamic Adjustment in Streaming Data Environments

  2025cites this paper
• Portfolio management of Russian companies’ stocks in case of changes in the key rate of the Bank of Russia

  2025cites this paper
• ARE RATINGS AND PAST PERFORMANCE GOOD PREDICTORS OF FUTURE PERFORMANCE IN EMERGING MARKETS MUTUAL FUNDS?

  2025cites this paper
• Risk-Adjusted Portfolio Optimization: Monte Carlo Simulation and Rebalancing

  2024cites this paper
• Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification

  2024cites this paper
• Analisis Kinerja Reksa Dana Saham Syariah Sebelum Dan Setelah Penerapan Roadmap Pasar Modal Syariah 2020-2024

  2024cites this paper
• Home bias and the returns of strategic portfolios: neither always so good nor so bad

  2024cites this paper
• Investigating the Dynamics of Crisis Transmission Channels: A Comparative Analysis

  2023cites this paper