Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Published: |
AUC Knowledge Fountain
2020
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!