The performance of US bond mutual funds
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DOI: 10.1016/j.irfa.2018.12.001
Abstract: We evaluate the performance of the US bond mutual fund industry using a comprehensive sample of bond funds over a long time period from January 1998 to February 2017. In this one study, we examine… read more here.
Keywords: performance; bond mutual; market timing; performance bond ... See more keywords
The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2018.07.014
Abstract: Corporate bond mutual funds increased their selling of credit protection in the credit default swaps (CDS) market during the 2007–2008 financial crisis. This trading activity was primarily in multi-name CDS, greater among larger and established… read more here.
Keywords: default swaps; bond mutual; risk; mutual funds ... See more keywords