Kenechukwu Anadu

Federal Reserve Bank of Boston

SCHOLARLY PAPERS

5

DOWNLOADS

90

TOTAL CITATIONS

1

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Swing Pricing Calibration: A Simple Thought Exercise Using ETF Pricing Dynamics to Infer Swing Factors for Mutual Funds

FRB of Boston Supervisory Research & Analysis Unit Notes No. 2022-06
Number of pages: 18 Posted: 04 Feb 2025
Kenechukwu Anadu, John Levin, Victoria Liu, Noam Tanner, Antoine Malfroy-Camine and Sean Baker
Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 34 (1,014,612)

Abstract:

Loading...

first-mover advantage; run risk; swing pricing; liquidity transformation Contact-Email: ken.anadu@bos.frb.org

2.

Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds

FRB of Boston Supervisory Research & Analysis Unit Notes No. 2019-02
Number of pages: 11 Posted: 04 Feb 2025
Kenechukwu Anadu and Fang Cai
Federal Reserve Bank of Boston and Board of Governors of the Federal Reserve System
Downloads 27 (1,093,338)
Citation 1

Abstract:

Loading...

leveraged loans; high-yield corporate bonds; open-end mutual funds; liquidity transformation risks

3.

Money Market Mutual Funds: Runs, Emergency Liquidity Facilities, and Potential Reforms

FRB of Boston Supervisory Research & Analysis Unit Notes No. 2021-03
Number of pages: 12 Posted: 04 Feb 2025
Kenechukwu Anadu and Siobhan Sanders
Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 22 (1,153,792)

Abstract:

Loading...

Money Market Mutual Funds: Runs, Emergency Liquidity Facilities, and Potential Reforms

4.

Reach for Yield by U.S. Public Pension Funds

Finance and Economics Discussion Series, volume 2019.0, issue 48, 2019[10.17016/FEDS.2019.048], https://www.bostonfed.org/publications/risk-and-policy-analysis/2019/reach-for-yield-by-us-public-pension-funds.aspx
Number of pages: 71
Lina Lu, Matt Pritsker, Andrei Zlate and Kenechukwu Anadu
Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 7

Abstract:

Loading...

5.

Stablecoins and Crypto Shocks: An Update

Liberty Street Economics
Posted: 23 Apr 2025
Kenechukwu Anadu, Pablo D Azar, Marco Cipriani, Thomas M. Eisenbach, Catherine Huang, Mattia Landoni, Gabriele La Spada, Marco Macchiavelli, Antoine Malfroy-Camine and J. Christina Wang
Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Harvard University, Harvard Faculty of Arts and Sciences, Department of Economics, Students, Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Isenberg School of Management, Federal Reserve Bank of Boston and Federal Reserve Bank of Boston

Abstract:

Loading...

stablecoins, crypto assets