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Bad things happen to those who wait: NAV discrepancies of money market funds in Egypt
We conduct an experiment on the Egyptian money market by testing how volatility in interest rates and asymmetric (redemption-only) structure of money market funds (MMFs) affect investors who redeem after interest rate hikes, versus those who remain in the fund. We conduct simulations on MMFs with di...
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| Format: | Thesis |
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AUC Knowledge Fountain
2020
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