Yao Zeng - Central Bank Research Hub

Papers by year: All | 2017

Title Other author(s)

ETF arbitrage under liquidity mismatch

European Systemic Risk Board Working papers [View] (Paper: 59, 04.12.2017)

JEL: G12, G14, G23

A dynamic theory of mutual fund runs and liquidity management

European Systemic Risk Board Working papers [View] (Paper: WP42, 03.04.2017)

JEL: D92, G01, G21, G23, G32, G33

Papers by year: All | 2017