Work

Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach

Year: 2013

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2013.02.005

Authors: Ozgur (Ozzy) Akay, Zeynep Senyuz, Emre Yoldas

Institutions: Texas Tech University, Office of Financial Research, Federal Reserve Board of Governors

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2104865481

FWCI: 2.332

Cites: 43

Cited by: 26

Related to: 10