HFRX

View/Open
Metadata
Show full item record
Abstract
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.
Research Area
Systemic Risk Lab
Financial Institutions
Keywords
risk spillovers, state-dependent sensitivity value-at-risk (sdsvar), quantile regression, financial institutions, hedge funds
JEL Classification
G01, G10, G24
Working Paper References
Topic
Corporate Governance
Fiscal Stability
Systematic Risk
Publication Type
Research Data
Link to Publication
Collections
Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International