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Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 20 (2014) 4, pp. 207-240
Persistent link: https://www.econbiz.de/10010462900
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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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The procyclicality of hedge fund alpha and beta
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
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Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds
Racicot, François-Éric; Théoret, Raymond - In: Journal of banking & finance 62 (2016), pp. 41-61
Persistent link: https://www.econbiz.de/10011634052
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Too big to fail or too deceitful to be caught?
Mesly, Olivier; Mavoori, Hareesh; Racicot, François-Éric - In: Journal of economic issues 55 (2021) 3, pp. 736-759
Persistent link: https://www.econbiz.de/10012654145
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Heteroscedasticity of deviations in market bubble moments : how the goods and bads lead to the ugly
Mesly, Olivier; Racicot, François-Éric - In: Applied economics 50 (2018) 32, pp. 3441-3463
Persistent link: https://www.econbiz.de/10012038686
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A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis : a predatory perspective
Mesly, Olivier; Racicot, François-Éric - In: Applied economics 49 (2017) 9, pp. 915-928
Persistent link: https://www.econbiz.de/10011811075
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Predatory cells and puzzling financial crises : are toxic products good for the financial markets?
Mesly, Olivier; Chkir, Imed Eddine; Racicot, François-Éric - In: Economic modelling 78 (2019), pp. 11-31
Persistent link: https://www.econbiz.de/10012198799
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Is the Canadian banking system really "stronger" than the US one?
Calmès, Christian; Théoret, Raymond - In: Review of economics & finance (2013) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10010225935
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Market-oriented banking, financial stability and macro-prudential indicators of leverage
Calmès, Christian; Théoret, Raymond - In: Journal of international financial markets, … 27 (2013), pp. 13-34
Persistent link: https://www.econbiz.de/10010411755