Measuring the Time-varying Systemic Risks of Hedge Funds
A study defines hedge funds' systemic risk based on a banking index's sensitivity to extreme losses, finding that larger funds, use of leverage, and uncertain market conditions indicate higher systemic risk levels.
Featured in No. 47 on 1 May 2024 · 6 days after release · 0 citations today
- Released
- 25 Apr 2024
- First featured
- No. 47 · 1 May 2024
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- 0
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- Identifier
- SSRN 4807133
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