Risk spillover among hedge funds: the role of redemptions and fund failures
"This paper aims at analysing the mortality patterns of hedge funds over the period January 1994 to May 2008. In particular, we investigate the extent to which a spillover of risk among hedge funds through redemptions and failures of other funds has affected the probability of fund failure. We...
| Main Authors: | , |
|---|---|
| Institution: | ETUI-European Trade Union Institute |
| Format: | TEXT |
| Language: | English |
| Published: |
Frankfurt am Main
2009
ECB |
| Subjects: | |
| Online Access: | https://www.labourline.org/KENTIKA-19178284124919964669-Risk-spillover-among-hedge-fun.htm |
