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~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"Policy research working paper : WPS"
~isPartOf:"Risiko-Manager"
~person:"Gregoriou, Greg N."
~subject:"Finanzkrise"
~subject:"Katastrophe"
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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
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