Using Agent-Based Modeling to Assess Liquidity Mismatch in Open-End Bond Funds

Author:

Berndt Donald J.,Boogers David,Chakraborty Saurav,McCart James

Publisher

Springer International Publishing

Reference32 articles.

1. Barclays. (2015). Mutual funds and credit liquidity, nobody move. Barclays Credit Research.

2. Becker, B., & Ivashina, V. (2015). Reaching for yield in the bond market. Journal of Finance, 70(5), 1863–1902. American Finance Association.

3. Bookstaber, R. (2012). Using agent-based models for analyzing threats to financial stability. Technical Report 0003, Office of Financial Research.

4. Bookstaber, R. (2017). The end of theory. 41 William Street, Princeton, New Jersey: Princeton University Press.

5. Bookstaber, R., & Kenett, D. Y. (2016). Looking deeper, seeing more: A multilayer map of the financial system. Technical Report 16-06, Office of Financial Research.

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