Narrow search
Showing 1 - 10 of 350
Cover Image
Do liquidity limits amplify money market fund redemptions during the COVID crisis?
Dunne, Peter G.; Giuliana, Raffaele - 2021
Regulation of Money Market Funds (MMFs) in the EU requires some categories of MMFs to consider applying liquidity … management tools if they breach a minimum 'weekly' liquidity requirement. Anticipation of the application of such tools is a … liquidity thresholds explains differences in redemptions both at the start of the COVID-19 crisis and in the following months …
Persistent link: https://www.econbiz.de/10012670037
Cover Image
Financial fragility in open-ended mutual funds : the role of liquidity management tools
Dunne, Peter G.; Emter, Lorenz; Fecht, Falko; Giuliana, … - 2023
We study the role of liquidity management tools (LMTs) in mitigating financial fragility in investment funds during the …
Persistent link: https://www.econbiz.de/10014230325
Cover Image
COVID-19 pandemic and the health and well-being of vulnerable people in Vietnam
Dang, Hai-Anh H.; Minh Do - 2022
Persistent link: https://www.econbiz.de/10014316165
Cover Image
Inequality in health status during the COVID-19 in the UK : does the impact of the second lockdown policy matter?
Simeone, Enza - 2023
Persistent link: https://www.econbiz.de/10014446596
Cover Image
Resolving mortgage distress after COVID-19 : some lessons from the last crisis
McCann, Fergal; O'Malley, Terry - 2021
We analyse micro data on Irish mortgages and distressed households' balance sheets in the last decade to assess the debt resolution process in the Irish mortgage market in the lead up to the COVID-19 shock. We highlight the widespread engagement of Irish borrowers with debt resolution mechanisms...
Persistent link: https://www.econbiz.de/10012550326
Cover Image
Market reaction to divestments by financially distressed and financially healthy firms
Lasfer, Meziane; Sudarsanam, Sudi; Taffler, Richard J. - 1993
Persistent link: https://www.econbiz.de/10000148504
Cover Image
Asset liquidity and indivisibility
Han, Han; Julien, Benoît; Ásgerdur Pétursdóttir; … - 2019
Persistent link: https://www.econbiz.de/10012058806
Cover Image
Positive liquidity spillovers from sovereign bond-backed securities
Dunne, Peter G. - 2018
There are competing arguments about the likely effects of Sovereign Bond-Backed Securitisation on the liquidity of … sovereign bond markets. By analysing hedging and diversification opportunities, this paper shows that positive liquidity …
Persistent link: https://www.econbiz.de/10011848364
Cover Image
A dynamic theory of mutual fund runs and liquidity management
Zeng, Yao - 2017
I model an open-end mutual fund investing in illiquid assets and show that the fund's endogenous cash management can generate shareholder runs even with a flexible NAV. The fund optimally re-builds its cash buffers at time t + 1 after outflows at t to prevent future forced sales of illiquid...
Persistent link: https://www.econbiz.de/10011976823