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Hübner Philippe

HEC Liège : UER > UER Finance et Droit : Finance de Marché

HEC Liège Research

HEC Liège Research: Financial Management for the Future

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ORCID
0000-0001-9217-8495
Main Referenced Co-authors
Hambuckers, Julien  (6)
Main Referenced Keywords
Hedge funds (4); Systemic risk (4); Extreme value theory (3); Financial Econometrics (3); Extreme value regression (2);
Main Referenced Disciplines
Finance (6)

Publications (total 6)

The most downloaded
2 downloads
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. https://hdl.handle.net/2268/316747

Hambuckers, J., & Hübner, P. (27 August 2024). Which early warning signals predict high-frequency extreme price movements? [Paper presentation]. 26th International Conference on Computational Statistics.

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).
Editorial reviewed

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.
Peer reviewed

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.
Peer reviewed

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.
Editorial reviewed

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