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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2014 - This version: August 2014
high as net assets, while in Germany, this potential can be even higher. Regarding the information funds provide to … investment behavior of funds. For instance, in Germany, funds that use more short than long CDS often state that they only use …
Persistent link: https://www.econbiz.de/10010530827
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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Gałkiewicz, Dominika Paula - 2014
.S. and Germany. After presenting a detailed overview of U.S. and German regulations, this study thoroughly compares the level … of flexibility funds have in both countries. I find that funds in the U.S. and Germany face limits on direct leverage … their net assets). Additionally, issuer-oriented rules in the U.S. and Germany account for issuer risk differently: U …
Persistent link: https://www.econbiz.de/10010402916
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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Galkiewicz, Dominika Paula - 2014
.S. and Germany. After presenting a detailed overview of U.S. and German regulations, this study thoroughly compares the level … of flexibility funds have in both countries. I find that funds in the U.S. and Germany face limits on direct leverage … their net assets). Additionally, issuer-oriented rules in the U.S. and Germany account for issuer risk differently: U …
Persistent link: https://www.econbiz.de/10010402939
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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2015
high as net assets, while in Germany, this potential can be even higher. Regarding the information funds provide to … investment behavior of funds. For instance, in Germany, funds that use more short than long CDS often state that they only use …
Persistent link: https://www.econbiz.de/10010503880
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Use of interest rate derivatives by US based domestic and global bond mutual funds
Bouriaux, Sylvie; Tomas, Michael J. - In: Journal of management research 1 (2009) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10003914671
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Manager characteristics and credit derivative use by US corporate bond funds
Gałkiewicz, Dominika - 2014 - This version: September 2014
This study provides a comprehensive overview of the use of credit default swaps by U.S. corporate bond funds and analyzes in detail whether certain characteristics of managers, in addition to the fundamentals of a fund, determine how their use these credit derivatives. Results suggest that a...
Persistent link: https://www.econbiz.de/10010530828
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Asset managers, eurodollars and unconventional monetary policy
Kreicher, Lawrence; McCauley, Robert N. - 2016
Persistent link: https://www.econbiz.de/10011535688
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Manager characteristics and credit derivative use by US corporate bond funds
Gałkiewicz, Dominika - 2015
This study provides a comprehensive overview of the use of credit default swaps by U.S. corporate bond funds and analyzes in detail whether certain characteristics of managers, in addition to the fundamentals of a fund, determine how their use these credit derivatives. Results suggest that a...
Persistent link: https://www.econbiz.de/10010503878
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The collateral risk of ETFs
Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - 2014
Persistent link: https://www.econbiz.de/10010438209
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On the Economic Consequences of Index-Linked Investing
Wurgler, Jeffrey - 2010
Trillions of dollars are invested through index funds, exchange-traded funds, and other index derivatives. The benefits of index-linked investing are well-known, but the possible broader economic consequences are unstudied. I review research which suggests that index-linked investing is...
Persistent link: https://www.econbiz.de/10013138081