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The interest rate sensitivity of Luxembourg bond funds : results from a time-varying model

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Bond funds during the sovereign debt crisis: the Argentinian experience

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The flow-performance relationship in emerging market bond funds

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Burned by leverage? : flows and fragility in bond mutual funds

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Does leverage drive investor ows in bond mutual funds? Leverage can increase fund returns in good times, but it can … also magnify investors' losses and their response to bad performance. We study bond fund ows to provide new evidence for … findings suggest that leverage amplifies fragility in the bond mutual fund sector. …

Persistent link: https://www.econbiz.de/10012216683

Market transparency and the marking precision of bond mutual fund managers

Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2013 - This Draft: September 3, 2013

pricing channel in addition to any direct dissemination impact. TRACE-associated improvement in bond valuation precision …

Persistent link: https://www.econbiz.de/10010207843

Market transparency and the marking precision of bond mutual fund managers

Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2014 - June 4, 2014, First Draft: September 3, 2013

The validity of the price marks placed on bonds for valuation purposes is important for a diverse group of stakeholders, including investors, mutual fund managers, dealers, pricing services, and financial regulators. We analyze the dispersion of monthend price marks simultaneously placed on...

Persistent link: https://www.econbiz.de/10010379247