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"The financial crisis of 2008 highlights the importance of detecting crowded trades due to the risks they pose to the stability of the financial system and to the global economy. However, there is a perception that crowded trades are difficult to identify. To date, no single measure to capture...
Persistent link: https://www.econbiz.de/10003932494
Persistent link: https://www.econbiz.de/10008858053
Investors and regulators suspect that crowded trades may pose a special risk. The authors propose a methodology to measure crowded trades and apply it to currency managers. This methodology offers useful insights regarding the popularity of certain trades among hedge funds and provides...
Persistent link: https://www.econbiz.de/10013131200
The financial crisis of 2008 highlights the importance of detecting crowded trades due to the risks they pose to the stability of the financial system and to the global economy. However, there is a perception that crowded trades are difficult to identify. To date, no single measure to capture...
Persistent link: https://www.econbiz.de/10013148380
The financial crisis of 2008 highlights the importance of detecting crowded trades due to the risks they pose to the stability of the financial system and to the global economy. However, there is a perception that crowded trades are difficult to identify. To date, no single measure to capture...
Persistent link: https://www.econbiz.de/10012462954
The financial crisis of 2008 highlights the importance of detecting crowded trades due to the risks they pose to the stability of the financial system and to the global economy. However, there is a perception that crowded trades are difficult to identify. To date, no single measure to capture...
Persistent link: https://www.econbiz.de/10013149840
The financial crisis of 2008 highlights the importance of detecting crowded trades due to the risks they pose to the stability of the financial system and to the global economy. However, there is a perception that crowded trades are difficult to identify. To date, no single measure to capture...
Persistent link: https://www.econbiz.de/10013095135