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• W2110540952 abstract "This paper deals with restricted linear state space models for dynamic style analysis with time-varying selectivity measurement. Implementation and interpretation of the models are pertinently discussed. Empirical contributions lie on the understanding of how managers of Brazilian US Dollar-Real exchange-rate funds behaved along 2001 and 2002, a period of some political turbulence especially due to the 2002 Brazilian presidential election. Copyright © 2007 John Wiley & Sons, Ltd." @default.
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• W2110540952 date "2008-01-01" @default.
• W2110540952 modified "2023-10-13" @default.
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• W2110540952 doi "https://doi.org/10.1002/asmb.v24:1" @default.
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