Measuring the contribution of hedge funds to banks’ systemic risk: an extreme value approach

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Unpublished conference/Abstract (Scientific congresses and symposiums)

Hübner, Philippe; Hambuckers, Julien

2023 • Belgian Financial Research Forum

Peer reviewed

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https://hdl.handle.net/2268/304243

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Keywords :

Hedge funds; Systemic risk; Extreme value regression; Extreme value theory; Financial Econometrics

Disciplines :

Finance

Author, co-author :

Hübner, Philippe ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future

Language :

English

Title :

Measuring the contribution of hedge funds to banks’ systemic risk: an extreme value approach

Publication date :

20 April 2023

Event name :

Belgian Financial Research Forum

Event date :

20-21 April 2023

Peer reviewed :

Peer reviewed

Available on ORBi :

since 16 June 2023

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21 (8 by ULiège)

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