Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds

Author:

Racicot François-Éric,Théoret Raymond

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference82 articles.

1. A theory of systemic risk and design of prudential bank regulation;Acharya;J. Financ. Stab.,2009

2. Measuring risk in the hedge fund sector;Adrian;Curr. Issues Econ. Finance,2007

3. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

4. Tests for parameter instability and structural change with unknown change point: a corrigendum;Andrews;Econometrica,2003

5. Risk and portfolio decisions involving hedge funds;Agarwal;Rev. Financ. Stud.,2004

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