Sovereign CDS and mutual funds: Global evidence
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DOI: 10.1016/j.intfin.2021.101354
Abstract: Abstract In this paper, we study the impact of sovereign CDS on equity mutual funds across 24 developed and emerging market countries. Our investigation builds on the premise that mutual funds flow and performance respond… read more here.
Keywords: cds spreads; sovereign cds; cds mutual; mutual funds ... See more keywords