Assessing the credit risk of money market funds during the eurozone crisis

Author:

Collins Sean,Gallagher EmilyORCID

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference35 articles.

1. Humpbacks in Credit Spreads;Agrawal,2006

2. Treasury Securities and the U.S. Sovereign Credit Default Swap Market;Andrew,2011

3. A New Risk Indicator and Stress Testing Tool: A Multifactor nth-to-default CDS Basket;Avesani,2006

4. Examining the SEC's Money Market Fund Rule Proposal;Bair,2013

5. Frictions in shadow banking: evidence from the lending behavior of money market funds;Chernenko;Rev. Financ. Stud.,2014

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1. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing;Journal of Financial Stability;2022-02

2. Information spillover of bailouts;Journal of Financial Intermediation;2020-07

3. Liquidity and shadow banking;Journal of International Money and Finance;2019-12

4. Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis*;The Review of Financial Studies;2019-07-05

5. Risk, financial stability and banking;Journal of Financial Stability;2016-08

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