Hedge funds systemic risks: Which factors matter?

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Unpublished conference/Abstract (Scientific congresses and symposiums)

Hübner, Philippe; Hambuckers, Julien

2023 • 6th International Conference on Econometrics and Statistics (EcoSta 2023)

Editorial reviewed

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https://hdl.handle.net/2268/306395

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Keywords :

Hedge funds; Systemic risk; Extreme value theory; Regression models; Tail risk; Tail dependence; Banking system

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 :

Hedge funds systemic risks: Which factors matter?

Publication date :

01 August 2023

Event name :

6th International Conference on Econometrics and Statistics (EcoSta 2023)

Event date :

1-3, August 2023

Audience :

International

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 11 September 2023

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