Bond Market Fragility and Large Funds
The study shows that large fund trades stabilize the corporate bond market but can introduce fragility during illiquid markets, with bond return volatility and fund size inversely related.
Featured in No. 31 on 3 Jan 2024 ·
- Released
- 27 Apr 2022
- First featured
- No. 31 · 3 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4673873
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