Hambuckers, J., & Hübner, P. (2024). Measuring the time-varying systemic risks of hedge funds. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/316747. |
Hübner, P., & Hambuckers, J. (01 August 2023). Hedge funds systemic risks: Which factors matter? [Paper presentation]. 6th International Conference on Econometrics and Statistics (EcoSta 2023). |
Hübner, P., & Hambuckers, J. (29 June 2023). Hedge funds systemic risks: which factors matter? [Paper presentation]. 9th Annual Conference of the International Association for Applied Econometrics (IAAE), Oslo, Norway. |
Hübner, P., & Hambuckers, J. (20 April 2023). Measuring the contribution of hedge funds to banks’ systemic risk: an extreme value approach [Paper presentation]. Belgian Financial Research Forum. |
Hambuckers, J., & Hübner, P. (18 December 2022). Which hedge funds are systemically risky, and when: A dynamic extreme value regression approach [Paper presentation]. 16th International Conference Computational and Financial Econometrics (CFE 2022), Londres, United Kingdom. |