Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds

Author:

Anadu KenechukwuORCID,Levin John,Liu Victoria,Tanner Noam,Malfroy-Camine Antoine,Baker Sean

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Reference25 articles.

1. The Money Market Mutual Fund Liquidity Facility;Anadu Kenechukwu;Federal Reserve Bank of New York’s Economic Policy Review,2022

2. Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds

3. The Shift from Active to Passive Investing: Risks to Financial Stability?

4. Bank of England and Financial Conduct Authority. 2021. “Liquidity Management in UK Open-Ended Funds.” Bank of England Report. Liquidity management in UK open-ended funds | Bank of England.

5. It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Will ETFs Drive Mutual Funds Extinct?;SSRN Electronic Journal;2023

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