HFRX
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Zusammenfassung
HFR is the established global leader in the indexation, analysis and research of the hedge fund industry. With over 150 indices ranging from broad composites down to specific, niche areas of sub-strategy and regional investment focus, the HFR Indices are considered the industry standard benchmarks of hedge fund performance.
Forschungsbereich
Systemic Risk Lab
Financial Institutions
Financial Institutions
Schlagworte
risk spillovers, state-dependent sensitivity value-at-risk (sdsvar), quantile regression, financial institutions, hedge funds
JEL-Klassifizierung
G01, G10, G24
Working Paper Referenzen
Thema
Corporate Governance
Fiscal Stability
Systematic Risk
Fiscal Stability
Systematic Risk
Publikationstyp
Research Data
Link zur Publikation
Collections
- External Research Data [777]