Sovereign CDS and mutual funds: global evidence

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 negatively to increased default risk as measured via sovereign CDS entities. As predict...

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Bibliographic Details
Main Authors: Bader Alsubaiei, Giovanni Calice, Andrew Vivian
Format: Default Article
Published: 2021
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