On bond mutual funds participation in the lending market

Detalhes bibliográficos
Autor(a) principal: Gameiro, Eduardo Miguel Baptista
Data de Publicação: 2020
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/108418
Resumo: The purpose of this masterthesis is to examine which factors drive the decision of bond funds to lend their securities and the performance of those funds which lend relative to similar funds which do not. Overall, none of the variables studied impact the decision of funds to lend securities, and funds which lend perform similarly to non-lending funds. To further clarify the dependency of the return-lending attribute, funds were divided according to the permanent or non-permanent character of lending practices. Funds that alternate between lending and non-lending exhibited a small albeit negligible return penalty.
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spelling On bond mutual funds participation in the lending marketBond mutual fundsBond lendingFund participationEntry variablesDomínio/Área Científica::Ciências Sociais::Economia e GestãoThe purpose of this masterthesis is to examine which factors drive the decision of bond funds to lend their securities and the performance of those funds which lend relative to similar funds which do not. Overall, none of the variables studied impact the decision of funds to lend securities, and funds which lend perform similarly to non-lending funds. To further clarify the dependency of the return-lending attribute, funds were divided according to the permanent or non-permanent character of lending practices. Funds that alternate between lending and non-lending exhibited a small albeit negligible return penalty.Prado, MelissaRizzo, EmanuelleRUNGameiro, Eduardo Miguel Baptista2020-12-10T14:06:47Z2020-06-052020-06-052020-06-05T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/108418TID:202524256enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-10T15:57:19ZPortal AgregadorONG
dc.title.none.fl_str_mv On bond mutual funds participation in the lending market
title On bond mutual funds participation in the lending market
spellingShingle On bond mutual funds participation in the lending market
Gameiro, Eduardo Miguel Baptista
Bond mutual funds
Bond lending
Fund participation
Entry variables
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short On bond mutual funds participation in the lending market
title_full On bond mutual funds participation in the lending market
title_fullStr On bond mutual funds participation in the lending market
title_full_unstemmed On bond mutual funds participation in the lending market
title_sort On bond mutual funds participation in the lending market
author Gameiro, Eduardo Miguel Baptista
author_facet Gameiro, Eduardo Miguel Baptista
author_role author
dc.contributor.none.fl_str_mv Prado, Melissa
Rizzo, Emanuelle
RUN
dc.contributor.author.fl_str_mv Gameiro, Eduardo Miguel Baptista
dc.subject.por.fl_str_mv Bond mutual funds
Bond lending
Fund participation
Entry variables
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Bond mutual funds
Bond lending
Fund participation
Entry variables
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description The purpose of this masterthesis is to examine which factors drive the decision of bond funds to lend their securities and the performance of those funds which lend relative to similar funds which do not. Overall, none of the variables studied impact the decision of funds to lend securities, and funds which lend perform similarly to non-lending funds. To further clarify the dependency of the return-lending attribute, funds were divided according to the permanent or non-permanent character of lending practices. Funds that alternate between lending and non-lending exhibited a small albeit negligible return penalty.
publishDate 2020
dc.date.none.fl_str_mv 2020-12-10T14:06:47Z
2020-06-05
2020-06-05
2020-06-05T00:00:00Z
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/10362/108418
TID:202524256
url http://hdl.handle.net/10362/108418
identifier_str_mv TID:202524256
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.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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repository.mail.fl_str_mv
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