Redemption Runs in Canadian Corporate Bond Funds?
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References listed on IDEAS
- Chevalier, Judith & Ellison, Glenn, 1997.
"Risk Taking by Mutual Funds as a Response to Incentives,"
Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
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- Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
- Rohan Arora & Nadeem Merali & Guillaume Ouellet Leblanc, 2018. "Did Canadian Corporate Bond Funds Increase their Exposures to Risks?," Staff Analytical Notes 2018-7, Bank of Canada.
- Goldstein, Itay & Jiang, Hao & Ng, David T., 2017. "Investor flows and fragility in corporate bond funds," Journal of Financial Economics, Elsevier, vol. 126(3), pages 592-613.
- Guillaume Ouellet Leblanc & Rohan Arora, 2018. "How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?," Staff Analytical Notes 2018-14, Bank of Canada.
- Zeng, Yao, 2017. "A dynamic theory of mutual fund runs and liquidity management," ESRB Working Paper Series 42, European Systemic Risk Board.
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Cited by:
- Corey Garriott & Jesse Johal, 2018. "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes 2018-12, Bank of Canada.
- Guillaume Bédard-Pagé, 2019. "Non-Bank Financial Intermediation in Canada: An Update," Discussion Papers 2019-2, Bank of Canada.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
- Rohan Arora & Chen Fan & Guillaume Ouellet Leblanc, 2019. "Liquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach," Staff Analytical Notes 2019-7, Bank of Canada.
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More about this item
Keywords
Financial Institutions; Financial markets;JEL classification:
- G - Financial Economics
- G0 - Financial Economics - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G2 - Financial Economics - - Financial Institutions and Services
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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