Hedge Fund Contagion
Why do correlations all go to one when economic conditions turn bad? We review the latest research on funding liquidity (the ease with which hedge funds obtain capital) and discuss its implications on the asset liquidity and valuations of securities held by funds, on subsequent fund performance, and...
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Institutional Knowledge at Singapore Management University
2010
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sg-smu-ink.bnp_research-10332018-06-13T02:28:57Z Hedge Fund Contagion TEO, Melvyn Why do correlations all go to one when economic conditions turn bad? We review the latest research on funding liquidity (the ease with which hedge funds obtain capital) and discuss its implications on the asset liquidity and valuations of securities held by funds, on subsequent fund performance, and on contagion across hedge fund investment styles. 2010-03-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/bnp_research/32 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1033&context=bnp_research http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection BNP Paribas Hedge Fund Centre eng Institutional Knowledge at Singapore Management University Hedge funds liquidity asset liquidity investment strategies contagion Finance and Financial Management |
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Singapore Management University |
| building |
SMU Libraries |
| country |
Singapore |
| collection |
InK@SMU |
| language |
English |
| topic |
Hedge funds liquidity asset liquidity investment strategies contagion Finance and Financial Management |
| spellingShingle |
Hedge funds liquidity asset liquidity investment strategies contagion Finance and Financial Management TEO, Melvyn Hedge Fund Contagion |
| description |
Why do correlations all go to one when economic conditions turn bad? We review the latest research on funding liquidity (the ease with which hedge funds obtain capital) and discuss its implications on the asset liquidity and valuations of securities held by funds, on subsequent fund performance, and on contagion across hedge fund investment styles. |
| format |
text |
| author |
TEO, Melvyn |
| author_facet |
TEO, Melvyn |
| author_sort |
TEO, Melvyn |
| title |
Hedge Fund Contagion |
| title_short |
Hedge Fund Contagion |
| title_full |
Hedge Fund Contagion |
| title_fullStr |
Hedge Fund Contagion |
| title_full_unstemmed |
Hedge Fund Contagion |
| title_sort |
hedge fund contagion |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2010 |
| url |
https://ink.library.smu.edu.sg/bnp_research/32 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1033&context=bnp_research |
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