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All Outputs (3)

Uncovering investment management performance using SPIVA data (2021)
Journal Article
Shah, I. H., Wanovits, H. M., & Hatfield, R. (2022). Uncovering investment management performance using SPIVA data. International Journal of Finance and Economics, 26(3), 3676-3695. https://doi.org/10.1002/ijfe.1981

Which performs better, passive or active funds management, a question that both fund managers and academics fiercely debate. Why does fund size matter? These are a number of typical questions that puzzle practitioners and academics alike. To date, th... Read More about Uncovering investment management performance using SPIVA data.

Modelling the effects of fiscal policy choices on debt, crises and recovery for small open economies (2021)
Thesis
Hatfield, R. Modelling the effects of fiscal policy choices on debt, crises and recovery for small open economies. (Thesis). University of Bath. Retrieved from https://uwe-repository.worktribe.com/output/9749610

Crises have littered human history with serious consequences for both the country and its people. The 2008 Great Recession and Asian Financial Crisis are exemplars of such serious economic and social damage that took many years to recover. Debt defau... Read More about Modelling the effects of fiscal policy choices on debt, crises and recovery for small open economies.

A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market (2019)
Journal Article
Shah, I. H., Schmidt-Fischer, F., Malki, I., & Hatfield, R. (2019). A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. International Review of Financial Analysis, 64, 204-220. https://doi.org/10.1016/j.irfa.2019.05.010

Following the 1929 Wall Street collapse, the initial response to the institutional failures and collapsing financial system was to allow the markets to self-correct, which led to a significant period of economic depression. In contrast the US (and UK... Read More about A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market.