Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?

Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?

10.3390/risks7040106

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Bibliographic Details
Main Authors: Shen, X., Tsui, A.K., Zhang, Z.
Other Authors: ECONOMICS
Format: Article
Published: MDPI AG 2021
Subjects:
Currency risk exposure
GARCH
Volatility timing
Weekday effect
Online Access:https://scholarbank.nus.edu.sg/handle/10635/206236
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Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/206236

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