Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2013
Volume: 48
Issue: 2
Pages: 405-425

Authors (4)

Elton, Edwin J. (not in RePEc) Gruber, Martin J. (not in RePEc) Blake, Christopher R. (not in RePEc) Shachar, Or (Federal Reserve Bank of New Yo...)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper provides a new explanation for why closed-end bond funds coexist along with otherwise identical open-end bond funds. Closed-end bond funds offer investors the opportunity to leverage their fixed income investment at very low borrowing rates and are attractive to investors for this reason. We find that differences in leverage are reflected in the discount on closed-end bond funds in a manner consistent with the advantage of leverage.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:48:y:2013:i:02:p:405-425_00
Journal Field
Finance
Author Count
4
Added to Database
2026-01-29