Brown, and Mustafa O. Caglayan, 2014, Macroeconomic risk and hedge fund returns, Journal of Financial Economics 114, 119.Bali, Turan, Stephen Brown, and Mustafa Caglayan, 2014, Macroeconomic risk and hedge
Macroeconomic risk and hedge fund returns J. Financ. Econ., 114 (1) (2014), pp. 1-19 View PDFView articleView in ScopusGoogle Scholar Barndorff-Nielsen et al., 2010 Barndorff-Nielsen O., Kinnebrock S., Shephard N. Volatility and Time Series Econometrics: Essays in Honor of Robert F. ...
In addition, macroeconomic indicators have significant effects on stock returns (Dellas and Hess2005; Lim and Kim2011; Lim and Sek2014; Rizwan and Khan2007). However, only one recent study investigates the impact of macroeconomic indicators on stock market risk across Vietnamese sectors (see Bui ...
There are some macroeconomic dangers in ETFs Financial markets are highly fluctuating. So, there is a big market risk associated with ETFs. Also,...Become a member and unlock all Study Answers Start today. Try it now Create an account Ask a question Our experts can answer your tough ...
You would think that our best writing about risk would come from guys who run hedge funds, but this is emphatically not the case. It could be that hedge fund managers value their time and knowledge highly and don’t want to share, but it might also have to do with selection. Every int...
There is a risk that the borrower won't pay the money back. If the required reserve ratio is 0.05, or 5 %, and Wells Fargo currently has no excess reserves, the maximum loan Wells Fargo can make as result of this transaction is $___. $95,...
O., 2014. Macroeconomic risk and hedge fund returns. Journal of Financial Economics 114, 1-19.Bali, Turan G., Stephen J. Brown, and Mustafa O. Caglayan, 2014, Macroeconomic risk and hedge fund returns, Journal of Financial Economics, 114, 119....
Speculation in commodity markets is influenced by macroeconomic conditions, such as demand and supply shocks, perceived risk situations, inflation, and interest rates. To fully understand the impact of the dynamic nature of the relationship among these variables, we must consider the fact that most ...
risks Article Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 Matteo Foglia 1 , Maria Cristina Recchioni 2 and Gloria Polinesi 2,* 1 Risk-Management Department, Eurizon Capital SGR, 61264 Milan, Italy; matteo.foglia@email.it 2 Department of Economic and Social ...
However, the nature of the influence as determining factors for the risk/ return profiles of hedge fund strategies and their benefit for tactical strategy allocation (TSA) have only been fractionally discussed in the academic world. This study highlights the non-linear influence of macroeconomic ...