Modeling distress in US high yield mutual funds before and during the Covid-19 pandemic
Łukasz Szymczyk, Richard Van Horne, Katarzyna Perez
| Year of publication: |
2022
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| Authors: | Szymczyk, Łukasz ; Horne, Richard van ; Perez, Katarzyna |
| Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 22.2022, 1, p. 263-286
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| Subject: | high yield mutual funds | liquidity risk | serial correlation model | lagged effect model | portfolio liquidity | COVID-19 pandemic | Coronavirus | USA | United States | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Epidemie | Epidemic | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2478/foli-2022-0013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228022