Log in

Relevant bibliographies by topics / Hedge funds. Financial crises / Journal articles

To see the other types of publications on this topic, follow the link: Hedge funds. Financial crises.

Journal articles on the topic 'Hedge funds. Financial crises'

Author: Grafiati

Published: 4 June 2021

Last updated: 16 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Hedge funds. Financial crises.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Palaskas, Theodosios, Chrysostomos Stoforos, and Costantinos Drakatos. "Hedge Funds Development and their Role in Economic Crises." Annals of the Alexandru Ioan Cuza University - Economics 60, no. 1 (2013): 168–81. http://dx.doi.org/10.2478/aicue-2013-0015.

Full text

Abstract:

Abstract The rapid development of hedge funds and their emanating critical role in the financial markets and the financial system globally, combined with the increased frequency of economic crises during the last 25 years, brought them to the centre of discussions concerning the following issue: «To what extent the operation of hedge funds can affect the birth, peak and even geographic expansion of economic crises?». In this context, the present paper aims to contribute to the limited and sporadic discussion of whether the hedge funds could be held responsible for economic crises. To this exte

APA, Harvard, Vancouver, ISO, and other styles

2

Lechner, G., and B. Fauster. "Relationship between mutual funds and hedge funds performance in different periods." Finance, Markets and Valuation 4, no. 1 (2018): 1–14. http://dx.doi.org/10.46503/qluv5221.

Full text

Abstract:

The hedge fund literature has already shown that hedge funds and mutual funds follow a different strategy. One result of the literature was that mutual funds herd into or out of stocks following the herd of hedge funds one quarter later. The aim of this paper is to find out whether herding behavior of mutual funds have changed after the financial crisis. Our paper compares mutual funds and equity hedge funds in general (not only large hedge funds). The hypothesis is that mutual funds are not herding to equity hedge funds as strong as before the crisis. We use OLS regressions and correlation an

APA, Harvard, Vancouver, ISO, and other styles

3

Franke, Günter. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?" Perspektiven der Wirtschaftspolitik 1, no. 3 (2000): 301–18. http://dx.doi.org/10.1111/1468-2516.00019.

Full text

Abstract:

Abstract Hedge funds are characterized by short-term investments in over- or undervalued financial instruments. Their policy is highly dynamic as opposed to the more long-term investments of mutual funds. On average, the risk taken by hedge funds appears to be higher than that taken by mutual funds, although quite risky mutual funds also exist. Banks sometimes take large default risks, as evidenced by various banking crises. Also banks trade heavily on the term structure of interest rates. Hence, in these respects it appears that banks take risks that are at least as high as hedge funds. In sh

APA, Harvard, Vancouver, ISO, and other styles

4

Guesmi, Khaled, Saoussen Jebri, Abdelkarim Jabri, and Frederic Teulon. "Are Hedge Funds Uncorrelated With Financial Markets? An Empirical Assessment." Journal of Applied Business Research (JABR) 31, no. 5 (2015): 1631. http://dx.doi.org/10.19030/jabr.v31i5.9378.

Full text

Abstract:

<p>In this paper, we examine the correlations between hedge fund strategy indices and asset classes. Based on the Dynamic Conditional Correlation (DCC) GARCH Model, we estimate the correlations between hedge fund, stock, and bond indices during bull and bear markets. The results reveal that there are significant correlations between hedge funds and the stock market, especially during the recent financial crisis that took place from 2007 to 2009.</p>

APA, Harvard, Vancouver, ISO, and other styles

5

Connolly, Ciara, and Mark C. Hutchinson. "Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises." Journal of Alternative Investments 14, no. 3 (2011): 28–41. http://dx.doi.org/10.3905/jai.2012.14.3.028.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

King, Jeremy, and Gary Wayne van Vuuren. "Flagging potential fraudulent investment activity." Journal of Financial Crime 23, no. 4 (2016): 882–901. http://dx.doi.org/10.1108/jfc-09-2015-0051.

Full text

Abstract:

Purpose This paper aims to investigate the use of the bias ratio as a possible early indicator of financial fraud – specifically in the reporting of hedge fund returns. In the wake of the 2008-2009 financial crisis, numerous hedge funds were liquidated and several cases of financial fraud exposed. Design/methodology/approach Risk-adjusted return metrics such as the Sharpe ratio and Value at Risk were used to raise suspicion for fraud. These metrics, however, assume distributional normality and thus have had limited success with hedge fund returns (a characteristic of which is highly skewed, no

APA, Harvard, Vancouver, ISO, and other styles

7

Joaquim, Gustavo Passarelli Giroud, and Marcelo Leite Moura. "Desempenho e Persistência de Hedge Funds Brasileiros Durante a Crise Financeira." Brazilian Review of Finance 9, no. 4 (2011): 525. http://dx.doi.org/10.12660/rbfin.v9n4.2011.3312.

Full text

Abstract:

This study investigates the performance and persistence of the Brazilian hedge fund market using daily data from September 2007 to February 2011, a period marked by what was characterized by many as the world’s worst financial crisis since the great depression of the 1930s. Despite the financial turmoil, the results indicate the existence of a representative group of funds with abnormal returns and evidence of a joint persistence of funds with time frames of one to three months. Individual evaluations of the funds, however, indicate a reduced number of persistent funds.

APA, Harvard, Vancouver, ISO, and other styles

8

Van Heerden, Chris, Andre Heymans, Gary Van Vuuren, and Wilme Brand. "A Risk-Adjusted Performance Evaluation Of US And EU Hedge Funds And Associated Equity Markets Over The 2007-2009 Financial Crisis." International Business & Economics Research Journal (IBER) 13, no. 1 (2013): 169. http://dx.doi.org/10.19030/iber.v13i1.8367.

Full text

Abstract:

Hedge funds are considered to be market-neutral due to their unrestricted investment flexibility and more efficient market timing abilities (Ennis & Sebastian, 2003). They may also be considered as suitably unconventional assets for improving portfolio diversification (Lamm, 1999). The evidence from this study confirms the dominance of hedge funds over the CAC 40, DAX, S&P 500 and Dow Jones from 2004 to 2011. Overall, the Sharpe, Sortino, Omega, Jensens alpha, Treynor and Calmar ratios illustrate that US hedge funds outperformed both EU hedge funds and the associated equity markets ove

APA, Harvard, Vancouver, ISO, and other styles

9

Muhtaseb, Majed R. "Hedge fund manager fraud through PIPEs." Journal of Financial Crime 25, no. 3 (2018): 636–45. http://dx.doi.org/10.1108/jfc-04-2017-0032.

Full text

Abstract:

Purpose The purpose of this paper is to draw lessons to investors from the conduct of a hedge fund manager who according to the Securities and Exchange Commission (SEC) complaint made false and misleading statements before and after an auditor’s reports, misappropriated for personal benefit over $1m, misappropriated clients’ assets, failed to conduct due diligence on third-party buyer, instructed an employee to mislead investors and satisfied some investors’ redemptions with other investors’ subscriptions (Ponzi scheme) without disclosing it to investors. Ironically, the scheme was unveiled by

APA, Harvard, Vancouver, ISO, and other styles

10

Agarwal, Vikas, George O. Aragon, and Zhen Shi. "Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds." Journal of Financial and Quantitative Analysis 54, no. 6 (2018): 2355–81. http://dx.doi.org/10.1017/s0022109018001369.

Full text

Abstract:

We examine liquidity transformation by funds of hedge funds (FoFs) by developing a new measure, illiquidity gap, that captures the mismatch between the liquidity of their portfolios and the liquidity available to their investors. We find that higher liquidity transformation is driven by FoFs’ incentives to attract more capital and earn higher compensation. Greater liquidity transformation is associated with higher exposure to investor runs and worse performance during crisis periods. Finally, FoFs mitigate the risks associated with liquidity transformation by maintaining higher cash buffers.

APA, Harvard, Vancouver, ISO, and other styles

11

Brown, Stephen, Marcin Kacperczyk, Alexander Ljungqvist, Anthony Lynch, Lasse Pedersen, and Matthew Richardson. "Hedge Funds in the Aftermath of the Financial Crisis." Financial Markets, Institutions & Instruments 18, no. 2 (2009): 155–56. http://dx.doi.org/10.1111/j.1468-0416.2009.00147_10.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Bujtár, Zsolt, and András Kecskés. "Felfedezni a fedezetlent? – Körkép hedge fundokban rejlő lehetőségekről és kockázatokról." Debreceni Jogi Műhely 12, no. 3-4 (2015): 3–19. http://dx.doi.org/10.24169/djm/2015/3-4/1.

Full text

Abstract:

The first thing that comes to one’s mind about hedge funds is risk taking and excelled level of profitability. However, the operation of hedge funds is a disputed and sometimes contradicted process and market participants often express their doubt about the effects of the phenomenon. Therfore, the role of legal regulation is crucial at this field. Avoiding the effect of the afore mentioned regulations is however still intended by many funds that operate all over the world. This paper intends to offer a deeper insight in to the world of hedge funds and the regulatory background. In light of the

APA, Harvard, Vancouver, ISO, and other styles

13

Dardanelli, Giorgio Tosetti. "Direct or Indirect Regulation of Hedge Funds: A European Dilemma." European Journal of Risk Regulation 2, no. 4 (2011): 463–80. http://dx.doi.org/10.1017/s1867299x00001549.

Full text

Abstract:

This paper deals with the debate on the methods to regulate hedge funds, with a particular focus on direct or indirect regulation. After having briefly examined the pros and the cons of directly regulating these investment schemes, it comes to the conclusion (largely shared by most scholars) that hedge funds should not be directly regulated, while regulation should concern their management companies and, most of all, their counterparts (lenders in the first place) with a view to managing systemic risk. In addition, regulation should also set precise thresholds for access which should aim at pr

APA, Harvard, Vancouver, ISO, and other styles

14

Metzger, Nicola, and Vijay Shenai. "Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017." International Journal of Financial Studies 7, no. 1 (2019): 15. http://dx.doi.org/10.3390/ijfs7010015.

Full text

Abstract:

The performance of hedge funds is of interest to investors looking for ways of generating value over passive strategies, particularly in bad times. This study used the Hedge Index database with over 9500 hedge funds to analyse, in depth, the performance of ten major strategies, during and after the financial crisis (June 2007–January 2017). To the best of our knowledge, such a study covering the last ten years has not been published. Performance of the various strategies was analysed, using correlations, the Carhart’s four factor model, persistence of performance, and reward-risk ratios. The f

APA, Harvard, Vancouver, ISO, and other styles

15

Moloney, Niamh. "I. RESETTING THE LOCATION OF REGULATORY AND SUPERVISORY CONTROL OVER EU FINANCIAL MARKETS: LESSONS FROM FIVE YEARS ON." International and Comparative Law Quarterly 62, no. 4 (2013): 955–65. http://dx.doi.org/10.1017/s0020589313000377.

Full text

Abstract:

Some five years on from the Autumn 2008 collapse of Lehmans, the regulatory dust from the Global Financial Crisis has settled. Significant regulatory policy debates are still underway internationally, notably with respect to the treatment of shadow banking.1 But the main contours of the crisis-era regulatory landscape are now clear. Internationally, most major economies, including the EU, have implemented the G20 reform agenda, set out initially in the 2008 Washington Declaration,2 and covering, inter alia: bank capital, liquidity and leverage; hedge funds; rating agencies; and the over-the-co

APA, Harvard, Vancouver, ISO, and other styles

16

Khandani, Amir E., and Andrew W. Lo. "Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios." Quarterly Journal of Finance 01, no. 02 (2011): 205–64. http://dx.doi.org/10.1142/s2010139211000080.

Full text

Abstract:

We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be confirmed by comparing the return autocorrelations of funds with shorter vs. longer redemption-notice periods. We also document significant positive return-autocorrelation in portfolios of securities that are generally considered less liquid, e.g., small-cap stocks, corporate bonds, mortgage-backed securities, and emerging-market investments. Using a sample of 2,927 hedge funds, 15,654 mutual funds, a

APA, Harvard, Vancouver, ISO, and other styles

17

Lee, Jeong Yeon. "Foreign Portfolio Investors and Financial Sector Stability in Asia." Asian Survey 47, no. 6 (2007): 850–71. http://dx.doi.org/10.1525/as.2007.47.6.850.

Full text

Abstract:

A careful review of the Asian crisis in 1997 reveals that despite widespread denunciation, hedge funds and other portfolio investors played only a minor role in the making of the crisis. To maintain financial sector stability, therefore, governments should focus on avoiding inconsistent policies rather than try to identify a ““bad”” class of investors and limit their activities.

APA, Harvard, Vancouver, ISO, and other styles

18

Khmyz, O. "Institutional Investors on the Securities Market." Voprosy Ekonomiki, no. 8 (August 20, 2003): 95–101. http://dx.doi.org/10.32609/0042-8736-2003-8-95-101.

Full text

Abstract:

Acording to the author's opinion, institutional investors (from many participants of the capital market) play the main role, especially investment funds. They supply to small-sized investors special investment services, which allow them to participate in the investment process. However excessive institutialization and increasing number of hedge-funds may lead to financial crisis.

APA, Harvard, Vancouver, ISO, and other styles

19

Cave, Arnaud, Georges Hubner, and Danielle Sougne. "The market timing skills of hedge funds during the financial crisis." Managerial Finance 38, no. 1 (2011): 4–26. http://dx.doi.org/10.1108/03074351211188330.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Huang, Jing-Zhi, and Ying Wang. "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis." Journal of Financial Intermediation 22, no. 3 (2013): 482–512. http://dx.doi.org/10.1016/j.jfi.2012.11.004.

Full text

APA, Harvard, Vancouver, ISO, and other styles

21

Opromolla, Gabriella. "Facing the financial crisis: Bank of Italy's implementing regulation on hedge funds." Journal of Investment Compliance 10, no. 2 (2009): 41–44. http://dx.doi.org/10.1108/15285810910971274.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Faff, Robert W., Jerry T. Parwada, and Eric K. M. Tan. "Did connected hedge funds benefit from bank bailouts during the financial crisis?" Journal of Banking & Finance 107 (October 2019): 105605. http://dx.doi.org/10.1016/j.jbankfin.2019.08.003.

Full text

APA, Harvard, Vancouver, ISO, and other styles

23

Rodríguez, Javier, and Herminio Romero. "Assessing foreign funds geographical focus timing skill." Studies in Economics and Finance 33, no. 2 (2016): 209–21. http://dx.doi.org/10.1108/sef-11-2013-0168.

Full text

Abstract:

Purpose This paper aims to study the market timing skill of USA-based foreign open-end mutual funds in their geographical focus market. Design/methodology/approach The authors use daily fund data and two multi-factor extensions of the Treynor-Mazuy (1966) and Henriksson-Merton (1981) timing models to measure US-based foreign funds’ market timing skill during 1999 to 2010. In particular, the authors study fund managers’ skill to time their geographical focus market. Findings The authors report that, in general, foreign funds do not accurately time their geographical focus market. However, durin

APA, Harvard, Vancouver, ISO, and other styles

24

Panagiotou, Dimitrios. "REVISITING GOLD'S SAFE HAVEN STATUS WITH THE UTILIZATION OF THE INDEX OF IMPLIED VOLATILITY AND VALUES OF EXCHANGE TRADED FUNDS." Applied Finance Letters 10 (July 1, 2021): 24–39. http://dx.doi.org/10.24135/afl.v10i.412.

Full text

Abstract:

The coronavirus pandemic is a health and economic crisis which has placed an immense strain on the world’s financial system. Hence, amidst the (still ongoing) Covid-19 pandemic, the objective of this work is to investigate the role of gold as as a hedge or safe haven with the use of exchange traded funds. The present work employs the implied volatility index of gold share options (GVZ), the net asset value of the price per share of the US Oil Fund options (USO) and the value of the Currency Share Euro Trust (FXE). The statistical tool utilized is the quantile regressions methodology. Data are

APA, Harvard, Vancouver, ISO, and other styles

25

Piluso, Fabio, Ilaria L. Amerise, and James P. Neelankavil. "The analysis of relative performance of London hedge funds during the financial crisis." International Journal of Financial Markets and Derivatives 3, no. 2 (2013): 91. http://dx.doi.org/10.1504/ijfmd.2013.057337.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Hafner, Christian M. "Alternative Assets and Cryptocurrencies." Journal of Risk and Financial Management 13, no. 1 (2020): 7. http://dx.doi.org/10.3390/jrfm13010007.

Full text

Abstract:

Alternative assets, defined by their low correlation with classical financial assets, have become an important investment vehicle in times of negative interest rates and in the aftermath of the global economic and financial crisis. Hedge funds increasingly invest in physical assets such as fine art, wine, or diamonds. Although digital and not physical, cryptocurrencies share many features of alternative assets, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This special issue covers a broad variety of topics in financial technology, and provi

APA, Harvard, Vancouver, ISO, and other styles

27

Aglietta, Michel, and Sandra Rigot. "The Regulation of Hedge Funds under the Prism of the Financial Crisis. Policy Implications." Recherches économiques de Louvain 75, no. 1 (2009): 5. http://dx.doi.org/10.3917/rel.751.0005.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Mählmann, Thomas. "Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade”." Journal of Banking & Finance 37, no. 2 (2013): 537–48. http://dx.doi.org/10.1016/j.jbankfin.2012.09.017.

Full text

APA, Harvard, Vancouver, ISO, and other styles

29

Vukovic, Darko B., and Victor Prosin. "The prospective low risk hedge fund capital allocation line model: evidence from the debt market." Oeconomia Copernicana 9, no. 3 (2018): 419–39. http://dx.doi.org/10.24136/oc.2018.021.

Full text

Abstract:

Research background: Institutional investors such as: commercial banks, pension funds, and insurance companies are constantly looking for low-risk stable investment opportunities, whereas one of the solutions can be a simulated portfolio. This research takes a look at the incentive to invest in government debt portfolios, as it can outperform the returns of deposit accounts. Purpose of the article: This study considers several classic methods of portfolio constriction and includes the basis of debt instruments that have not been a research topic for a long period of time. At the same tim

APA, Harvard, Vancouver, ISO, and other styles

30

Costa, Marcio Genovevo da, and Nils Donner. "Cointegration between Equity- and Agricultural Markets: Implications for Portfolio Diversification." Journal of Management and Sustainability 6, no. 1 (2016): 24. http://dx.doi.org/10.5539/jms.v6n1p24.

Full text

Abstract:

<p>Commodities are well known to act anti-cyclical to stocks and are therefore used for portfolio diversification. However, various banks, asset managers and hedge funds were inculpated to speculate with agricultural commodities, especially after the food price bubble in 2007/08. This paper aims to investigate whether there is a diversification effect between equity- and commodity markets in the period from 1990 until 2014. We found evidence for a significant relationship between these two asset classes after the financial crisis using a cointegration framework.</p>

APA, Harvard, Vancouver, ISO, and other styles

31

Wiethuechter, Martin D. "The Contribution of Hedge Funds to the Systemic Instability of Financial Markets:Aspects from theFinancial Crisis of 2008." Journal of Wealth Management 13, no. 3 (2010): 80–95. http://dx.doi.org/10.3905/jwm.2010.13.3.080.

Full text

APA, Harvard, Vancouver, ISO, and other styles

32

Gaitán, Sandra, and Jimmy A. Saravia. "Current state of corporate governance practices in Colombia." Corporate Board role duties and composition 17, no. 1 (2021): 51–59. http://dx.doi.org/10.22495/cbv17i1art5.

Full text

Abstract:

In this paper, we review the current state of corporate governance in Colombia. First, we discuss the evolution of the legal framework of corporate governance including the main changes in the code of best corporate governance practices that took place since the global financial crisis of 2008. After this, we discuss key corporate governance issues such as the ownership structure of listed corporations and the market for corporate control, we analyze the practices of corporate boards of Colombian listed companies and their remuneration systems and the role of pension funds and hedge funds as s

APA, Harvard, Vancouver, ISO, and other styles

33

Quaglia, Lucia. "Regulatory power, post-crisis transatlantic disputes, and the network structure of the financial industry." Business and Politics 19, no. 2 (2017): 241–66. http://dx.doi.org/10.1017/bap.2017.1.

Full text

Abstract:

AbstractThe international financial crisis was followed by waves of domestic regulatory reforms, first and foremost, in the United States and the European Union. Post-crisis financial regulation was sometimes different across jurisdictions. Moreover, the United States and the European Union sought in various ways to (re)assert their regulatory power not only vis-à-vis the market, but also with regard to other jurisdictions, which often resisted the projection of regulatory power beyond national borders. Consequently, a handful of important post-crisis transatlantic regulatory disputes emerged

APA, Harvard, Vancouver, ISO, and other styles

34

Choi, Gyoung-Gyu. "The Economic Analysis of Volcker Rule." Asian Journal of Law and Economics 12, no. 2 (2021): 121–48. http://dx.doi.org/10.1515/ajle-2021-0020.

Full text

Abstract:

Abstract This paper aims to analyze the final regulations of the Volcker Rule in order to assess any lingering concerns related to the administration of the Rule. Despite the problems criticized by many practitioner and scholars, implementing the Volcker Rule has benefits for banks and the overall economy. First, prohibiting proprietary trading activities may make individual institutions and the banking system as a whole safer. Second, the prohibition on banks’ ownership interest in private equity and hedge funds directly addresses a source of bank default risk – the Volcker Rule limits banks’

APA, Harvard, Vancouver, ISO, and other styles

35

Moloney, Niamh. "I. REFORM OR REVOLUTION? THE FINANCIAL CRISIS, EU FINANCIAL MARKETS LAW, AND THE EUROPEAN SECURITIES AND MARKETS AUTHORITY." International and Comparative Law Quarterly 60, no. 2 (2011): 521–33. http://dx.doi.org/10.1017/s0020589311000145.

Full text

Abstract:

Since the outset of the financial crisis, the EU financial markets regime1 has been undergoing a period of turbulence which contrasts sharply with the period of relative stability which it briefly enjoyed over 2005–2007 and post-FSAP (Financial Services Action Plan2). The FSAP reforms had been adopted. The Committee of European Securities Regulators (CESR) had emerged as an influential actor, driving some degree of supervisory coordination and co-operation and constructing a significant soft law ‘rule-book.’ And the 2007 Lamfalussy Review suggested broad political, institutional and stakeholde

APA, Harvard, Vancouver, ISO, and other styles

36

Pezzuto, Ivo. "Miraculous financial engineering or toxic finance? The genesis of the U.S. subprime mortgage loans crisis and its consequences on the global financial markets and real economy." Journal of Governance and Regulation 1, no. 3 (2012): 114–25. http://dx.doi.org/10.22495/jgr_v1_i3_c1_p5.

Full text

Abstract:

In the fall of 2008, the U.S. subprime mortgage loans defaults have turned into Wall Street’s biggest crisis since the Great Depression. As hundreds of billions in mortgage-related investments went bad, banks became suspicious of one another’s potential undisclosed credit losses and preferred to reduce their exposure in the interbank markets, thus causing interbank interest rates and credit default swaps increases, a liquidity shortage problem and a worsened credit crunch condition to consumers and businesses. Massive cash injections into money markets and interest rates reductions have been a

APA, Harvard, Vancouver, ISO, and other styles

37

Lim, G. C. "Hedge Funds and Currency Crises." Australian Economic Review 32, no. 2 (1999): 191–96. http://dx.doi.org/10.1111/1467-8462.00107.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Halstead, John M., Shantaram P. Hegde, and Linda Schmid Klein. "Hedge Fund Crisis and Financial Contagion." Journal of Alternative Investments 8, no. 1 (2005): 65–82. http://dx.doi.org/10.3905/jai.2005.523083.

Full text

APA, Harvard, Vancouver, ISO, and other styles

39

Kaiser, Dieter, and Florian Haberfelner. "Hedge fund biases after the financial crisis." Managerial Finance 38, no. 1 (2011): 27–43. http://dx.doi.org/10.1108/03074351211188349.

Full text

APA, Harvard, Vancouver, ISO, and other styles

40

Bollen, Nicolas P. B. "The financial crisis and hedge fund returns." Review of Derivatives Research 14, no. 2 (2011): 117–35. http://dx.doi.org/10.1007/s11147-011-9064-7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

41

Becker, Ra Jochen. "European Harmonization Versus National Constitutional Sovereignity – On the Example of the Measures to Contain the Crisis of the Common European Currency." Creative and Knowledge Society 5, no. 1 (2015): 66–82. http://dx.doi.org/10.1515/cks-2015-0006.

Full text

Abstract:

Abstract The Eurozone Crisis is not just a monetary and economic challenge. It is as well the first tremendous challenge of the European Community and as well the national institutions and constitutions of the member states not only within the Eurozone. On one side the European Commission, the European Parliament and the ECB with its endeavours to safeguard and stabilize the single currency EURO within the Eurozone, to support the suffering countries in the south (PIIGS) with its struggle against speculative hedge funds, to render financial relief measures to those countries and its financial

APA, Harvard, Vancouver, ISO, and other styles

42

Vunjak, Nenad, Jelena Vitomir, Tamara Antonijević, and Petra Stojanović. "Investment Management Strategy in Financial Markets." ECONOMICS 6, no. 2 (2018): 49–56. http://dx.doi.org/10.2478/eoik-2018-0025.

Full text

Abstract:

Summary The subject matter of this research is investment management and its forms practiced in developed financial markets. The goal of this research is to elaborate on the strategies and characteristics of investment companies, hedge funds, venture capital funds, and LBO funds. Investments companies deal with professional management of financial assets of individual and institutional investors. Investment companies also deal with funds management. Hedge funds establish a pool of assets to invest in securities. The strategy of hedge funds is: aggressive growth, unpayable securities, financial

APA, Harvard, Vancouver, ISO, and other styles

43

Hoffmann, Florian. "Legalism at a Dead End or the (Br)Exit of Politics." German Law Journal 17, S1 (2016): 33–38. http://dx.doi.org/10.1017/s2071832200021672.

Full text

Abstract:

Back in 2007, the year during which, alongside others, Romania and Bulgaria joined the European Union (in January) and the world financial crisis began with the French global investment bank BNP Paribas terminating withdrawals from several sub-prime loaded hedge funds (in August), Perry Anderson concluded aLondon Review of Booksessay entitled, “Depicting Europe,” with words that today must be seen as prophetic: “the long-run outcome of [European] integration remains unforeseeable to all parties. Even without shocks, many a zigzag has marked its path. With them, who knows what further mutations

APA, Harvard, Vancouver, ISO, and other styles

44

Shawky, Hany A., and Ying Wang. "Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?" Quarterly Journal of Finance 07, no. 02 (2017): 1750002. http://dx.doi.org/10.1142/s2010139217500021.

Full text

Abstract:

Using data from the Lipper TASS hedge fund database over the period 1994–2012, we examine the role of liquidity risk in explaining the relation between asset size and hedge fund performance. While a significant negative size-performance relation exists for all hedge funds, once we stratify our sample by liquidity risk, we find that such a relationship only exists among funds with the highest liquidity risk. Liquidity risk is found to be another important source of diseconomies of scale in the hedge fund industry. Evidently, for high liquidity risk funds, large funds are less able to recover fr

APA, Harvard, Vancouver, ISO, and other styles

45

Schaub, Nic, and Markus Schmid. "Hedge fund liquidity and performance: Evidence from the financial crisis." Journal of Banking & Finance 37, no. 3 (2013): 671–92. http://dx.doi.org/10.1016/j.jbankfin.2012.09.019.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Teulon, Frederic, Khaled Guesmi, and Saoussen Jebri. "Risk Analysis Of Hedge Funds: A Markov Switching Model Analysis." Journal of Applied Business Research (JABR) 30, no. 1 (2013): 243. http://dx.doi.org/10.19030/jabr.v30i1.8299.

Full text

Abstract:

The paper applies Markov Regime Switching GARCH Model (SW-GARCH) to investigate the volatility behavior of strategies hedge fund monthly returns for the period 1997-2011. The results highlight two different regimes: The first regime is characterized by a high volatility for all strategies hedge fund monthly returns. The second is characterised by lower volatility and positive average returns (except Emerging Market strategy). Our results helped to capture even the short-lived crises along with the material crises of 2001 and 2008.

APA, Harvard, Vancouver, ISO, and other styles

47

Jarašius, Gytis, and Birutė Galinienė. "Alternative Investment Funds Implications for Financial Stability in Lithuania." Business: Theory and Practice 15, no. 4 (2014): 339–50. http://dx.doi.org/10.3846/btp.2014.473.

Full text

Abstract:

The rapid growth of the AIF assets under management and increasing relative share of these assets in the overall investment fund assets, indicate that AIF successfully established their position in the Lithuanian investment funds market. Due to the specific investment activity AIF are different from other investment funds, they also could be associated with additional threats to the economy and financial system. Private equity and real estate funds invest in the real sector and their impact on the financial system are more indirect, through linkages to the financial market participants. Hedge

APA, Harvard, Vancouver, ISO, and other styles

48

Bamidele Oyedele, Joseph. "Performance and significance of UK-listed infrastructure in a mixed-asset portfolio." Journal of European Real Estate Research 7, no. 2 (2014): 199–215. http://dx.doi.org/10.1108/jerer-08-2013-0015.

Full text

Abstract:

Purpose – This paper aims to examine the performance of UK-listed infrastructure over a unique investment period covering the global financial crisis and investigates the significance of UK infrastructure in a multi-asset portfolio. The analysis reveals the level of correlation of UK infrastructure with other major assets classes and substantiates the potential diversification benefits of including UK infrastructure within a mixed-asset portfolio. Design/methodology/approach – The study uses monthly investment return indices obtained from Thomson Reuters DataStream over a ten-year period (2001

APA, Harvard, Vancouver, ISO, and other styles

49

Rati, Victoria J. "Hedge Fund Stock Trading in the Financial Crisis of 2007–2009." CFA Digest 42, no. 2 (2012): 2–4. http://dx.doi.org/10.2469/dig.v42.n2.36.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Ben-David, Itzhak, Francesco Franzoni, and Rabih Moussawi. "Hedge Fund Stock Trading in the Financial Crisis of 2007–2009." Review of Financial Studies 25, no. 1 (2011): 1–54. http://dx.doi.org/10.1093/rfs/hhr114.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!