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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2010
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| Online Access: | 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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| Institution: | Singapore Management University |
| Language: | English |