ML-QuantSubscribe

SSRNMacro-Finance & Rates

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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page