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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| Main Authors: | , , |
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| Format: | Default Article |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/14564832.v1 |
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