Measuring Systemic Risk Contribution of International Mutual Funds

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Source: Asian Development Bank (ADB)

Authors: Aizenman, Joshua, Jinjarak, Yothin, Zheng & Huanhuan

Published on: September, 15th 2016

This research analysis more than 10.000 mutual funds to measure systemic risk contribution of these mutual funds. The data of 10,570 mutual funds from October 2000 to June 2011 was tracked and the findings shed light on possible channels of global risk transmission through mutual funds.

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