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Hedge funds systemic risks: which factors matter?
Hübner, Philippe; Hambuckers, Julien
2023 • 9th Annual Conference of the International Association for Applied Econometrics (IAAE).
Peer reviewed
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https://hdl.handle.net/2268/305140
 

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Keywords :
Hedge funds; Systemic risk; Extreme value theory; Extreme value regression; 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 : UER > UER Finance et Droit : Finance de Marché ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future
Language :
English
Title :
Hedge funds systemic risks: which factors matter?
Publication date :
29 June 2023
Event name :
9th Annual Conference of the International Association for Applied Econometrics (IAAE).
Event organizer :
BI Norwegian Business School
Event place :
Oslo, Norway
Event date :
27/06/2023 - 30/06/2023
Peer reviewed :
Peer reviewed
Available on ORBi :
since 11 July 2023

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