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Redemption Runs in Canadian Corporate Bond Funds?

Rohan Arora ()

No 2018-21, Staff Analytical Notes from Bank of Canada

Abstract: Mutual funds employ a host of tools to manage redemption run risk. However, our results suggest that Canadian corporate bond funds may be vulnerable to redemption runs, especially when they are less liquid and when market volatility is high.

Keywords: Financial Institutions; Financial markets (search for similar items in EconPapers)
JEL-codes: G G0 G01 G2 G23 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2018
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Handle: RePEc:bca:bocsan:18-21