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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://www.bankofcanada.ca/2018/07/staff-analytical-note-2018-21/ Full text (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bca:bocsan:18-21

Access Statistics for this paper

More papers in Staff Analytical Notes from Bank of Canada 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada. Contact information at EDIRC.
Bibliographic data for series maintained by ().