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Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
Akay, Ozgur (Ozzy); Senyuz, Zeynep; Yoldas, Emre - In: Journal of empirical finance 22 (2013), pp. 16-29
Persistent link: https://www.econbiz.de/10010123050
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Hedge fund contagion and risk-adjusted returns : a Markov-switching dynamic factor approach
Akay, Ozgur; Senyuz, Zeynep; Yoldas, Emre - In: Journal of empirical finance 22 (2013), pp. 16-29
Persistent link: https://www.econbiz.de/10009768436
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Coincident and leading indicators of the stock market
Chauvet, Marcelle; Potter, Simon M. - In: Journal of empirical finance 7 (2000) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10001511701
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Coincident and leading indicators of the stock market
Chauvet, M.; Potter, S. - In: Journal of empirical finance 7 (2000) 1, pp. 87
Persistent link: https://www.econbiz.de/10007242669