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Study of the Volatility of French Money Market Funds
Study of the Volatility of French Money Market Funds
In order to mark the entry into force of European regulation on money-market funds, the AMF carried out a historical analysis of the volatility of French money market funds, both standard funds and short-term funds, whose net asset value varies depending on their market value.The analysis shows that daily volatility on an annualised basis for French money market funds is low overall.
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