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Fire Sales of Safe Assets

UK gilt prices fell significantly in September and October 2022 due to forced sales by liability-driven investment funds, with operational and strategic issues slowing capital movement.

Featured in No. 51 on 28 May 2024 · 5 days after release · 2 citations today

Released
23 May 2024
First featured
No. 51 · 28 May 2024
Citations (Semantic Scholar)
2
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
7
Identifier
SSRN 4839251

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

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