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Evidence on the financial characteristics of banks that do and do not use derivatives

✍ Scribed by Joseph F Sinkey Jr.; David A Carter

Book ID
117717647
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
94 KB
Volume
40
Category
Article
ISSN
1062-9769

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Using a unique data set of detailed balance sheet information on mutual funds, we find that most mutual funds using derivatives do so to a very limited extent that has little discernable impact on returns. However, there exist two types of funds that make more extensive use of derivatives, global fu