Measuring the Timing Ability and Performance of Bond Mutual Funds
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This paper evaluates the ability of bond funds to "market time" nine common factors related to bond markets. Timing ability generates nonlinearity in fund returns as a function of common factors, but there are several non-timing-related sources of nonlinearity. Controlling for the non-timing-related
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美国国家经济研究局创建时间：
2009-09-01
