[图书][B] Financial fragility in open-ended mutual funds: The role of liquidity management tools
We study the role of liquidity management tools (LMTs) in mitigating financial fragility in
investment funds during the COVID-19 market distress. We employ a unique dataset that …
investment funds during the COVID-19 market distress. We employ a unique dataset that …
Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?
Using a sample of open-end corporate bond funds domiciled in the euro area, we exploit the
COVID-19 market turmoil in March 2020 to examine two channels through which liquidity …
COVID-19 market turmoil in March 2020 to examine two channels through which liquidity …
[PDF][PDF] Liquidity buffers and open-end investment funds: Containing outflows and reducing fire sales
L Dekker, L Molestina Vivar, M Wedow… - Available at SSRN …, 2023 - papers.ssrn.com
Using a sample of open-end corporate bond funds domiciled in the euro area, we exploit the
COVID-19 market turmoil in March 2020 to examine two channels through which liquidity …
COVID-19 market turmoil in March 2020 to examine two channels through which liquidity …
Liquidity Fees in Open-End Mutual Funds: Theory and Evidence
V Keshav - Center for Real Estate and Keshav, Vaibhav, Liquidity …, 2024 - papers.ssrn.com
Liquidity management tools are pivotal in mitigating redemption pressures and ensuring
market stability. This paper develops a theoretical model with key insights: liquidity fees in …
market stability. This paper develops a theoretical model with key insights: liquidity fees in …
Essays on asset liquidity and investment funds
L Dekker - 2024 - research.tilburguniversity.edu
This dissertation is a collection of four chapters with the aim to better understand the role of
liquidity in financial markets. The first chapter studies the effect of liquidity risk on emerging …
liquidity in financial markets. The first chapter studies the effect of liquidity risk on emerging …
Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales
L Dekker, L Molestina Vivar, M Wedow, C Weistroffer - 2023 - papers.ssrn.com
Using a sample of open-end corporate bond funds domiciled in the euro area, we exploit the
COVID-19 market turmoil in March 2020 to examine two channels through which liquidity …
COVID-19 market turmoil in March 2020 to examine two channels through which liquidity …
[图书][B] Fragile Liquidity: Analysis of the Mutual Fund Liquidity Risk Management Rule
HT Park - 2022 - search.proquest.com
This dissertation studies the unintended consequences of the Liquidity Risk Management
Rule adopted by the SEC in 2016. The rule imposes an upper bound for illiquid assets and a …
Rule adopted by the SEC in 2016. The rule imposes an upper bound for illiquid assets and a …