|
|||||
|
|
Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach |
|
| Institution: | 1. Texas Tech University, United States;2. Office of Financial Research, United States;3. Federal Reserve Board, United States;1. Faculty of Political Science, University of Teramo, Via R. Balzarini, 1, 64100 Teramo, Italy;2. Department of Economics and Business, LUISS Guido Carli, Viale Romania, 32, 00197 Rome, Italy |
| Abstract: | |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ | |