IDEAS home Printed from https://ideas.repec.org/r/bfi/wpaper/2020-98.html

Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Open-end Funds vs. ETFs: Lessons from the COVID Stress Test
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2021-01-18 12:19:08
  2. Fix Money Funds Now
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2021-01-04 12:12:06

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Jyotirmayee Behera & Ajit Kumar Pasayat & Harekrushna Behera, 2022. "COVID-19 Vaccination Effect on Stock Market and Death Rate in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 651-673, December.
  2. Thiago Fauvrelle & Mathias Skrutkowski, 2023. "Collateral pledgeability and asset manager portfolio choices during redemption waves," Working Papers 58, European Stability Mechanism, revised 12 Dec 2023.
  3. Riedel, Max & Skrutkowski, Mathias & Fauvrelle, Thiago, 2025. "Collateral pledgeability and asset manager portfolio choices during redemption waves," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325430, Verein für Socialpolitik / German Economic Association.
  4. Riccardo Russo, 2026. "Private Credit, SRTs and the Banking System: Mind the Protection Gap," BAFFI CAREFIN Working Papers 26274, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  5. Pablo D. Azar & Garth Baughman & Francesca Carapella & Jacob Gerszten & Arazi Lubis & JP Perez-Sangimino & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis & Aurite Werman, 2024. "The Financial Stability Implications of Digital Assets," Economic Policy Review, Federal Reserve Bank of New York, vol. 30(2), pages 1-48, November.
  6. Samuel J. Hempel & Dasol Kim & Russ Wermers, 2022. "Financial Intermediary Funding Constraints and Segmented Markets," Working Papers 22-01, Office of Financial Research, US Department of the Treasury.
  7. Milan Szabo, 2023. "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers 2023/5, Czech National Bank, Research and Statistics Department.
  8. Choi, Dong Beom & Yorulmazer, Tanju, 2024. "Whatever it takes? Market maker of last resort and its fragility," Journal of Financial Intermediation, Elsevier, vol. 60(C).
  9. Darmouni, Olivier & Papoutsi, Melina, 2022. "Europe's growing league of small corporate bond issuers: new players, different game dynamics," Research Bulletin, European Central Bank, vol. 96.
  10. Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022. "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.
  11. Tang, Xubin & Sun, Xia, 2024. "Human capital and corporate social investment: The effect of public policy," Finance Research Letters, Elsevier, vol. 67(PA).
  12. Bagattini, Giulio & Fecht, Falko & Maddaloni, Angela, 2023. "Liquidity support and distress resilience in bank-affiliated mutual funds," Working Paper Series 2799, European Central Bank.
  13. Kenta Yamamoto & Tomohiro Okubo & Nobuhiro Abe & Yukio Minoura, 2025. "The Presence of Foreign Open-End Funds in Japan's Financial Markets," Bank of Japan Working Paper Series 25-E-8, Bank of Japan.
  14. Ren, Xiaohang & Qin, Jianing & Jin, Chenglu & Yan, Cheng, 2022. "Global oil price uncertainty and excessive corporate debt in China," Energy Economics, Elsevier, vol. 115(C).
  15. Zheng, Huanhuan, 2023. "Sovereign debt responses to the COVID-19 pandemic," Journal of International Economics, Elsevier, vol. 143(C).
  16. Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021. "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, vol. 77(C).
  17. Yousefi, Hamed & Najand, Mohammad, 2022. "Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
  18. Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, Federal Reserve Bank of New York.
  19. Shafiullah, Muhammad & Senthilkumar, Arunachalam & Lucey, Brian M. & Naeem, Muhammad Abubakr, 2024. "Deciphering asymmetric spillovers in US industries: Insights from higher-order moments," Research in International Business and Finance, Elsevier, vol. 70(PA).
  20. Choi, Sangyup & Havel, Jiri, 2025. "Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets," Journal of International Money and Finance, Elsevier, vol. 151(C).
  21. Jiang, Hao & Li, Yi & Sun, Zheng & Wang, Ashley, 2022. "Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, vol. 143(1), pages 277-302.
  22. Hodula, Martin & Szabo, Milan & Bajzík, Josef, 2024. "Retail fund flows and performance: Insights from supervisory data," Emerging Markets Review, Elsevier, vol. 59(C).
  23. Abudy, Menachem (Meni) & Shust, Efrat, 2023. "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, vol. 123(C).
  24. Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
  25. Nicoletti, Giulio & Rariga, Judit & Rodriguez d’Acri, Costanza, 2024. "Spare tyres with a hole: investment funds under stress and credit to firms," Working Paper Series 2917, European Central Bank.
  26. Thomas M. Eisenbach & Gregory Phelan, 2023. "Fragility of Safe Assets," Working Papers 23-02, Office of Financial Research, US Department of the Treasury.
  27. Fatica, Serena & Panzica, Roberto, 2024. "Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 166(C).
  28. Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
  29. Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  30. Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
  31. Zaghini, Andrea, 2024. "Unconventional green," Journal of Corporate Finance, Elsevier, vol. 85(C).
  32. Arnold, Grace E. & Rhodes, Meredith E., 2021. "Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 42(C).
  33. Sergei G. Vagin & Elena I. Kostyukova & Natalia E. Spiridonova & Tatiana M. Vorozheykina, 2022. "Financial Risk Management Based on Corporate Social Responsibility in the Interests of Sustainable Development," Risks, MDPI, vol. 10(2), pages 1-13, February.
  34. Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
  35. repec:fip:a00001:94154 is not listed on IDEAS
  36. Acharya, Viral V. & Plantin, Guillaume & Reggiani, Pietro & Yao, Iris, 2024. "Monetary easing, lack of investment and financial instability," Journal of Financial Intermediation, Elsevier, vol. 59(C).
  37. Valentin Haddad & Alan Moreira & Tyler Muir, 2021. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5309-5351.
  38. Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024. "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, vol. 146(C).
  39. Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020. "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers) 589, Bank of Italy, Economic Research and International Relations Area.
  40. Isil Erel & Jack Liebersohn, 2020. "Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program," NBER Working Papers 27659, National Bureau of Economic Research, Inc.
  41. Wang, Hu, 2024. "ESG investment preference and fund vulnerability," International Review of Financial Analysis, Elsevier, vol. 91(C).
  42. Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales," Working Paper Series 2825, European Central Bank.
  43. Carola Müller & Matias Ossandon Busch & Miguel Sarmiento & Freddy Pinzon-Puerto, 2025. "Fragile wholesale deposits, liquidity risk, and banks' maturity transformation," BIS Working Papers 1263, Bank for International Settlements.
  44. Koji Takahashi & Sumiko Takaoka, 2025. "Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News," IMES Discussion Paper Series 25-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
  45. O'Hara, Maureen & Zhou, Xing (Alex), 2021. "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 142(1), pages 46-68.
  46. Cimon, David A. & Walton, Adrian, 2024. "Central bank liquidity facilities and market making," Journal of Banking & Finance, Elsevier, vol. 162(C).
  47. Annamaria Crescenzio & Etienne Lepers, 2025. "Extreme Capital Flow Episodes From the Global Financial Crisis to COVID-19: An Exploration With Monthly Data," Open Economies Review, Springer, vol. 36(1), pages 105-136, February.
  48. Koenig, Philipp J. & Pothier, David, 2022. "Safe but fragile: Information acquisition, liquidity support and redemption runs," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  49. Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
  50. Giovanni Bonfanti & Juri Marcucci, 2026. "A European safe asset? Not without the investors," Questioni di Economia e Finanza (Occasional Papers) 1010, Bank of Italy, Economic Research and International Relations Area.
  51. Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
  52. Wang, Hu, 2024. "Does carbon risk exposure make funds more vulnerable?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  53. Yoshihiko Hogen & Yoshiyasu Koide & Yuji Shinozaki, 2022. "Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks," Bank of Japan Working Paper Series 22-E-14, Bank of Japan.
  54. Hasan, Iftekhar & Marra, Miriam & To, Thomas Y. & Wu, Eliza & Zhang, Gaiyan, 2023. "COVID-19 Pandemic and Global Corporate CDS Spreads," Journal of Banking & Finance, Elsevier, vol. 147(C).
  55. Yu, Zhiyang & Yu, Kaibin & Ye, Ying & Wang, Canghong, 2024. "Corporate financialization and the spread of issuing bonds," Finance Research Letters, Elsevier, vol. 59(C).
  56. Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi, 2022. "The exclamation mark of Cain: Risk salience and mutual fund flows," Journal of Banking & Finance, Elsevier, vol. 134(C).
  57. Noam Ben-Ze'ev, 2023. "Drivers of Flows-Performance Sensitivity in Mutual Funds," Bank of Israel Working Papers 2023.06, Bank of Israel.
  58. Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
  59. Deng, Chao & Chen, Keyuan & Yu, Li & He, Yinxi & Hong, Yun & Jiang, Yanhui, 2025. "The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model," Journal of Behavioral and Experimental Finance, Elsevier, vol. 46(C).
  60. Ling, Aifan & Huang, Xinrui & Ling, Boya (Vivye), 2022. "Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  61. Molestina Vivar, Luis, 2025. "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," ESRB Working Paper Series 150, European Systemic Risk Board.
  62. Dan Li & Lubomir Petrasek & Mary Tian, 2025. "Risk-averse Dealers in a Risk-free Market - The Role of Trading Desk Risk Limits," Finance and Economics Discussion Series 2025-034, Board of Governors of the Federal Reserve System (U.S.).
  63. Jorge Luis Sánchez Arévalo & Alisson Maxwell Ferreira de Andrade & Elisabeth de Oliveira Vendramin, 2023. "Ibovespa’s response to the behavior of oil and ore prices during the international crisis caused by COVID-19," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 15(1), pages 21-43.
  64. Massimiliano Affinito & Raffaele Santioni, 2021. "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers) 1342, Bank of Italy, Economic Research and International Relations Area.
  65. Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022. "It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities," Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
  66. Chen, Yuting & Dunne, Peter, 2024. "First-mover advantage in funds revisited," Research Technical Papers 6/RT/24, Central Bank of Ireland.
  67. Xu, Hui & Pennacchi, George G., 2023. "Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds," Journal of Financial Markets, Elsevier, vol. 64(C).
  68. Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023. "Stress relief? Funding structures and resilience to the covid shock," Journal of Monetary Economics, Elsevier, vol. 137(C), pages 47-81.
  69. Gianstefani, Ilaria & Metadjer, Naoise & Moloney, Kitty, 2023. "Interest Rate Sensitivity of Irish Bond Funds," Financial Stability Notes 10/FS/23, Central Bank of Ireland.
  70. Ross Levine & Chen Lin & Mingzhu Tai & Wensi Xie, 2021. "How Did Depositors Respond to COVID-19? [A crisis of banks as liquidity providers]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5438-5473.
  71. Egemen Eren & Denis Gorea & Daojing Zhai, 2025. "How do quantitative easing and tightening affect firms?," BIS Working Papers 1286, Bank for International Settlements.
  72. Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2024. "Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  73. Acharya, Viral V. & Banerjee, Ryan & Crosignani, Matteo & Eisert, Tim & Spigt, Renée, 2025. "Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels," Journal of Financial Economics, Elsevier, vol. 170(C).
  74. Panetti, Ettore, 2022. "Banks’ liquidity provision and panic runs with recursive preferences," Finance Research Letters, Elsevier, vol. 47(PA).
  75. Matteo Crosignani & Lina Han & Marco Macchiavelli, 2025. "Navigating Geoeconomic Risk: Evidence from U.S. Mutual Funds," Staff Reports 1172, Federal Reserve Bank of New York.
  76. Koont, Naz & Ma, Yiming & Pástor, Luboš & Zeng, Yao, 2022. "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," CEPR Discussion Papers 17283, Centre for Economic Policy Research.
  77. Anderson, Christopher S. & McArthur, David C. & Wang, Ke, 2023. "Internal risk limits of dealers and corporate bond market making," Journal of Banking & Finance, Elsevier, vol. 147(C).
  78. Larry D. Wall, 2021. "So Far, So Good: Government Insurance of Financial Sector Tail Risk," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(13), November.
  79. Branzoli, Nicola & Gallo, Raffaele & Ilari, Antonio & Portioli, Dario, 2024. "Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress," Journal of Financial Stability, Elsevier, vol. 72(C).
  80. Antoine Baena & Thomas Garcia, 2023. "Swing Pricing et dynamique des flux au regard de la crise Covid-19," Working papers 914, Banque de France.
  81. Breckenfelder, Johannes & Hoerova, Marie, 2023. "Navigating liquidity crises in non-banks: An assessment of central bank policies," Research Bulletin, European Central Bank, vol. 108.
  82. Ziwei Wang & Yibo Liu & Peng Lu, 2026. "Does Cutting Carbon Emissions Reduce Tail Risk Spillovers? A Quantile LSTM‐KAN‐CoVaR Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(2), pages 381-412, February.
  83. Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020. "Procyclical asset management and bond risk premia," Discussion Papers 38/2020, Deutsche Bundesbank.
  84. Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2024. "Collateral pledgeability and asset manager portfolio choices during redemption waves," SAFE Working Paper Series 417, Leibniz Institute for Financial Research SAFE.
  85. Glossner, Simon & Matos, Pedro Pinto & Ramelli, Stefano & Wagner, Alexander F., 2022. "Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19," CEPR Discussion Papers 15070, Centre for Economic Policy Research.
  86. Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021. "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series 2021-038, Board of Governors of the Federal Reserve System (U.S.).
  87. Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos, 2021. "Uncertainty Due to Infectious Diseases and Stock–Bond Correlation," Econometrics, MDPI, vol. 9(2), pages 1-18, April.
  88. Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  89. John M Griffin & Jordan Nickerson, 2023. "Are CLO Collateral and Tranche Ratings Disconnected?," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2319-2360.
  90. Vissing-Jorgensen, Annette, 2021. "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 19-47.
  91. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
  92. Minoiu, Camelia & Zarutskie, Rebecca & Zlate, Andrei, 2026. "Motivating banks to lend? Credit spillover effects of the Main Street Lending Program," Journal of Monetary Economics, Elsevier, vol. 158(C).
  93. Huang, Jing-Zhi & Li, Peipei & Wang, Ying & Wang, Yuan & Yao, Xiangkun & Zhang, Licheng, 2025. "Do investors reach for yield? Evidence from corporate bond mutual fund flows," Journal of Empirical Finance, Elsevier, vol. 83(C).
  94. Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2023. "Original sin redux: role of duration risk," BIS Working Papers 1109, Bank for International Settlements.
  95. Agoraki, Maria-Eleni K. & Wu, Haoran & Xu, Tongbin & Yang, Min, 2024. "Money never sleeps: Capital flows under global risk and uncertainty," Journal of International Money and Finance, Elsevier, vol. 141(C).
  96. Kuong, John Chi-Fong & O’Donovan, James & Zhang, Jinyuan, 2024. "Monetary policy and fragility in corporate bond mutual funds," Journal of Financial Economics, Elsevier, vol. 161(C).
  97. Bordo, Michael D. & Duca, John V., 2022. "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, vol. 136(C).
  98. Noam Ben-Ze’ev & Sigal Ribon & Roy Stein, 2024. "Monetary Policy and the Mutual Fund Market: Funding and Liquidity," Bank of Israel Working Papers 2024.11, Bank of Israel.
  99. Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021. "The COVID-19 Pandemic and Sovereign Bond Risk," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  100. Changhyun Lee, 2024. "The outside option channel of central bank asset purchase programs: A tale of two crises," Working Papers 363, University of California, Davis, Department of Economics.
  101. Rochelle M. Edge & Dan Li, 2025. "Central bank preparedness for market-functioning asset purchases as a consideration for long-run balance sheet composition," Finance and Economics Discussion Series 2025-077, Board of Governors of the Federal Reserve System (U.S.).
  102. Maurizio Trapanese, 2021. "The economics of non-bank financial intermediation: why do we need to fill the regulation gap?," Questioni di Economia e Finanza (Occasional Papers) 625, Bank of Italy, Economic Research and International Relations Area.
  103. David Cronin, 2021. "How Do Broad Money and the Stock Market Interact in Times of Crisis and of Calm?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 22(3), pages 7-28, July.
  104. Raddatz K., Claudio E., 2025. "Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode," Journal of Banking & Finance, Elsevier, vol. 179(C).
  105. Darmouni, Olivier & Siani, Kerry Y., 2025. "Bond market stimulus: Firm-level evidence," Journal of Monetary Economics, Elsevier, vol. 151(C).
  106. Yousaf, Imran, 2021. "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, vol. 73(C).
  107. Philippe van der Beck & Jean-Philippe Bouchaud & Dario Villamaina, 2024. "Ponzi Funds," Papers 2405.12768, arXiv.org.
  108. Xu, Xiuli & Xu, Panpan & Bai, Haiqing, 2024. "Working hours and household financial asset allocation," Finance Research Letters, Elsevier, vol. 66(C).
  109. Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2021. "Government responses, business continuity, and management sentiment: Impact on debt financing during COVID-19," IIMA Working Papers WP 2021-04-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
  110. Gabor Pinter & Semih Uslu, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
  111. Erel, Isil & Liebersohn, Jack, 2022. "Can FinTech reduce disparities in access to finance? Evidence from the Paycheck Protection Program," Journal of Financial Economics, Elsevier, vol. 146(1), pages 90-118.
  112. Giuzio, Margherita & Kapadia, Sujit & Kaufmann, Christoph & Storz, Manuela & Weistroffer, Christian, 2025. "Macroprudential policy, monetary policy and non-bank financial intermediation," Working Paper Series 3130, European Central Bank.
  113. Breckenfelder, Johannes & Ivashina, Victoria, 2021. "Bank balance sheet constraints and bond liquidity," Working Paper Series 2589, European Central Bank.
  114. He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022. "Treasury inconvenience yields during the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
  115. Dutordoir, Marie & Shemesh, Joshua & Veld, Chris & Wang, Qing, 2024. "Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?," Journal of Empirical Finance, Elsevier, vol. 79(C).
  116. Zhang, Ning & Zhang, Yue & Zong, Zhe, 2023. "Fund ESG performance and downside risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 86(C).
  117. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023. "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, vol. 65(C).
  118. Doran, David & Galstyan, Vahagn, 2024. "COVID-19 and redemptions from Irish-resident bond funds," Journal of International Money and Finance, Elsevier, vol. 149(C).
  119. Hogen, Yoshihiko & Kasai, Yoshiyasu & Shinozaki, Yuji, 2025. "Rise of NBFIs and the global structural change in the transmission of market shocks," Journal of Financial Stability, Elsevier, vol. 79(C).
  120. Choi, Sangyup & Ciminelli, Gabriele & Furceri, Davide, 2023. "Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 130(C).
  121. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
  122. Ren, Yaru & Li, Lin & Tong, Wilson H.S. & Lam, Peter, 2024. "When acquirers are short on cash flow in M&A deals," International Review of Financial Analysis, Elsevier, vol. 94(C).
  123. Molestina Vivar, Luis, 2025. "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," Working Paper Series 3025, European Central Bank.
  124. Taufiq Choudhry & Marta Degl'Innocenti & Si Zhou & Yue Zhou, 2026. "Repetita Iuvant: Mutual Fund Performance During the COVID Pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 1347-1368, January.
  125. Darmouni, Olivier & Papoutsi, Melina, 2022. "Non-bank lending to mid-size firms in Europe: evidence from corporate securities," Working Paper Series 2663, European Central Bank.
  126. Khanh Hoang & Cuong Nguyen & Dung Viet Tran & Anh Phan, 2022. "International Corporate Cash Holdings and Firm-Level Exposure to COVID-19: Do Cultural Dimensions Matter?," JRFM, MDPI, vol. 15(6), pages 1-14, June.
  127. Bruno Bonizzi & Annina Kaltenbrunner, 2024. "International financial subordination in the age of asset manager capitalism," Environment and Planning A, , vol. 56(2), pages 603-626, March.
  128. Yaru Ren & Lin Li & Wilson H.S. Tong & Peter Lam, 2024. "When acquirers are short on cash flow in M&A deals," Post-Print hal-04562214, HAL.
  129. Mariassunta Giannetti & Chotibhak Jotikasthira, 2024. "Bond Price Fragility and the Structure of the Mutual Fund Industry," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2063-2109.
  130. Nathan Foley-Fisher & Jeongmin Lee, 2025. "Funds of Funds' Portfolio Rebalancing during the COVID-19 Crisis," Finance and Economics Discussion Series 2025-106, Board of Governors of the Federal Reserve System (U.S.).
  131. Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2022. "COVID-19 pandemic and debt financing by firms: Unravelling the channels," Economic Modelling, Elsevier, vol. 114(C).
  132. Fecht, Falko & Kellers, Moritz, 2026. "Monetary policy, fragility, and fund flows," Discussion Papers 09/2026, Deutsche Bundesbank.
  133. Akila Rubaiyath & Raad Mozib Lalon, 2022. "Investigating the Impact of Bank-specific Determinants on Stock Price of Listed Commercial Banks: Evidence from Emerging Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 13(4), pages 134-142, July.
  134. Dunne, Peter & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana, 2023. "Financial fragility in open-ended mutual funds: the role of liquidity management tools," ESRB Working Paper Series 140, European Systemic Risk Board.
  135. Nicola Branzoli & Raffaele Gallo & Antonio Ilari & Dario Portioli, 2023. "Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions," Temi di discussione (Economic working papers) 1404, Bank of Italy, Economic Research and International Relations Area.
  136. Mählmann, Thomas, 2022. "Negative externalities of mutual fund instability: Evidence from leveraged loan funds," Journal of Banking & Finance, Elsevier, vol. 134(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.