Browsing DFAEII by Author "Gil Bazo, Javier"

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      A Non-Parametric Dimension Test of the Term Structure 

      Gil Bazo, Javier; Rubio Irigoyen, Gonzalo (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
      In an economy with multiple sources of risk, the short-term interest rate does not capture all the information that determines the conditional distribution of bond yields. This is also true for path-dependent term structure ...
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      The Black Box of Mutual Fund Fees 

      Gil Bazo, Javier; Martínez Sedano, Miguel Ángel ORCID (University of the Basque Country, Department of Foundations of Economic Analysis II, 2004)
      This paper re-examines the determinants of mutual fund fees paid by mutual fund shareholders for management costs and other expenses. There are two novelties with respect to previous studies. First, each type of fee is ...