Bond fund runs: The financial crisis case

Bibliographic Details
Main Author: Afonso, Ana Catarina Leitão
Publication Date: 2014
Format: Master thesis
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10362/11686
Summary: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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spelling Bond fund runs: The financial crisis caseRunsLiquidity crisisVector autoregressionQuantile regressionsA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis paper studies the monthly flows of bond fund geographically focused on Europe and on the United States in the period between 2002 and 2012, with special attention to the effect of the financial crisis of 2008. Through the usage of the panel quantile regression model, this study aims to identify which funds, in terms of their characteristics, are more likely to suffer a run. The main finding is that the impact of the characteristics of fund flows is not equal for all funds, varying with issuer entity, the state of the economy as well as the focus of the fund. During the financial crisis, runs were more pronounced, situation that still affects funds geographically focused on Europe.NSBE - UNLFerreira, MiguelRUNAfonso, Ana Catarina Leitão2014-03-18T15:53:39Z2014-012014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/11686TID:201528517enginfo:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-05-22T17:15:38Zoai:run.unl.pt:10362/11686Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T16:46:50.200657Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Bond fund runs: The financial crisis case
title Bond fund runs: The financial crisis case
spellingShingle Bond fund runs: The financial crisis case
Afonso, Ana Catarina Leitão
Runs
Liquidity crisis
Vector autoregression
Quantile regressions
title_short Bond fund runs: The financial crisis case
title_full Bond fund runs: The financial crisis case
title_fullStr Bond fund runs: The financial crisis case
title_full_unstemmed Bond fund runs: The financial crisis case
title_sort Bond fund runs: The financial crisis case
author Afonso, Ana Catarina Leitão
author_facet Afonso, Ana Catarina Leitão
author_role author
dc.contributor.none.fl_str_mv Ferreira, Miguel
RUN
dc.contributor.author.fl_str_mv Afonso, Ana Catarina Leitão
dc.subject.por.fl_str_mv Runs
Liquidity crisis
Vector autoregression
Quantile regressions
topic Runs
Liquidity crisis
Vector autoregression
Quantile regressions
description A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
publishDate 2014
dc.date.none.fl_str_mv 2014-03-18T15:53:39Z
2014-01
2014-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/11686
TID:201528517
url http://hdl.handle.net/10362/11686
identifier_str_mv TID:201528517
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833596183689297920

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