Keywords: Variance decompositions
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Journal Articles
Managerial Finance (2014) 40 (6): 613–633.
Published: 03 June 2014
... to testing the long-run relationships among these funds and use variance decomposition and impulse response functions to examine the structural dynamics of the relationship between these funds. These methods can also be used for predictive purposes and represent, in authors opinion, a useful approach...

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