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~isPartOf:"Economic modelling"
~person:"Mills, Terence C."
~person:"Racicot, François-Éric"
~person:"Zhang, Yahong"
~subject:"Capital income"
~subject:"Estimation"
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Search: ("Immobilienmarkt" OR "Immobilienpreise" OR "Konjunktur") AND NOT isPartOf:Wirtschaftsdienst
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Mills, Terence C.
Racicot, François-Éric
Zhang, Yahong
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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
Saved in:
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