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Modeling Distress in US High Yield Mutual Funds Before and During the Covid-19 Pandemic Cover

Modeling Distress in US High Yield Mutual Funds Before and During the Covid-19 Pandemic

Folia Oeconomica Stetinensia
Volume 22 (2022): Issue 1 (June 2022)
By: Łukasz Szymczyk,  Richard Van Horne and  Katarzyna Perez  
Open Access
|Jun 2022

Authors

Łukasz Szymczyk

lukasz.szymczyk@ue.poznan.pl

Department of Investment and Financial Markets, Institute of Finance, Poznan University of Economics and Business

Richard Van Horne

richard.vanhorne@ue.poznan.pl

Department of Investment and Financial Markets, Institute of Finance, Poznan University of Economics and Business

Katarzyna Perez

katarzyna.perez@ue.poznan.pl

Department of Investment and Financial Markets, Institute of Finance, Poznan University of Economics and Business
DOI: https://doi.org/10.2478/foli-2022-0013 | Journal eISSN: 1898-0198 | Journal ISSN: 1730-4237
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Language: English
Page range: 263 - 286
Submitted on: Mar 8, 2022
Accepted on: Apr 6, 2022
Published on: Jun 18, 2022
Published by: University of Szczecin
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
high yield mutual funds,
liquidity risk,
serial correlation model,
lagged effect model,
portfolio liquidity,
COVID-19 pandemic
Related subjects:
Business and economics,
Political economics,
Political economics, other

© 2022 Łukasz Szymczyk, Richard Van Horne, Katarzyna Perez, published by University of Szczecin
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 License.

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