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subject:"Monetary policy"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~person:"Racicot, François-Éric"
~subject:"Interest rate"
~subject:"Shock"
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Racicot, François-Éric
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Journal of economic dynamics & control
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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
2
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
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