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Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets?
This paper explores the impact of Covid-19, and that of the MMLF program on US MMFs systemic risk through the CoVaR methodology. Using 149 listed prime MMFs, between January 2019 and April 2020, the results document that while Covid-19 increased their systemic risk, the MMLF facility scheme mitigate...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Inc.
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994440/ https://www.ncbi.nlm.nih.gov/pubmed/35431677 http://dx.doi.org/10.1016/j.frl.2021.102277 |
| _version_ | 1784684109878001664 |
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| author | Apergis, Nicholas |
| author_facet | Apergis, Nicholas |
| author_sort | Apergis, Nicholas |
| collection | PubMed |
| description | This paper explores the impact of Covid-19, and that of the MMLF program on US MMFs systemic risk through the CoVaR methodology. Using 149 listed prime MMFs, between January 2019 and April 2020, the results document that while Covid-19 increased their systemic risk, the MMLF facility scheme mitigated it. |
| format | Online Article Text |
| id | pubmed-8994440 |
| institution | National Center for Biotechnology Information |
| language | English |
| publishDate | 2022 |
| publisher | Elsevier Inc. |
| record_format | MEDLINE/PubMed |
| spelling | pubmed-89944402022-04-11 Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? Apergis, Nicholas Financ Res Lett Article This paper explores the impact of Covid-19, and that of the MMLF program on US MMFs systemic risk through the CoVaR methodology. Using 149 listed prime MMFs, between January 2019 and April 2020, the results document that while Covid-19 increased their systemic risk, the MMLF facility scheme mitigated it. Elsevier Inc. 2022-05 2021-07-02 /pmc/articles/PMC8994440/ /pubmed/35431677 http://dx.doi.org/10.1016/j.frl.2021.102277 Text en © 2021 Elsevier Inc. All rights reserved. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active. |
| spellingShingle | Article Apergis, Nicholas Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? |
| title | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? |
| title_full | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? |
| title_fullStr | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? |
| title_full_unstemmed | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? |
| title_short | Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets? |
| title_sort | money market funds (mmfs) and the covid-19 pandemic: has the mmlf benefited money markets? |
| topic | Article |
| url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994440/ https://www.ncbi.nlm.nih.gov/pubmed/35431677 http://dx.doi.org/10.1016/j.frl.2021.102277 |
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