Fragility in money marketfunds: sponsor support and regulation

Cecilia Parlatore

No 1772, Working Paper Series from European Central Bank

Abstract: I develop a model of money market funds (MMFs) to study the ability of sponsor support to provide stability to the industry. I find that strategic complementarities in the sponsors JEL Classification: G01, G21, G28

Keywords: fire sales; money market funds; regulation; runs; support (search for similar items in EconPapers)
Date: 2015-03
New Economics Papers: this item is included in nep-mon
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Citations: View citations in EconPapers (6)

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Related works:
Journal Article: Fragility in money market funds: Sponsor support and regulation (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20151772

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