Mutual Fund Holdings of Credit Default Swaps: Liquidity Management and Risk Taking
Zhu, Zhongyan and Jiang, Wei, Mutual Fund Holdings of Credit Default Swaps: Liquidity Management and Risk Taking. Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference. Available for download at SSRN: http://ssrn.com/abstract=2736633 “Using a comprehensive dataset of mutual funds’ quarterly holdings of credit default swap (CDS) contracts during 2007–2011, we analyze the …