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HFRX

dc.date.accessioned2021-09-24T11:50:55Z
dc.date.available2021-09-24T11:50:55Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1427
dc.description.abstractHFR is the established global leader in the indexation, analysis and research of the hedge fund industry. With over 150 indices ranging from broad composites down to specific, niche areas of sub-strategy and regional investment focus, the HFR Indices are considered the industry standard benchmarks of hedge fund performance.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectSystemic Risk Lab
dc.subjectFinancial Institutions
dc.titleHFRX
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2121?Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
dc.source.filenameHFRX.csv
dc.subject.keywordsrisk spillovers
dc.subject.keywordsstate-dependent sensitivity value-at-risk (sdsvar)
dc.subject.keywordsquantile regression
dc.subject.keywordsfinancial institutions
dc.subject.keywordshedge funds
dc.subject.jelG01
dc.subject.jelG10
dc.subject.jelG24
dc.subject.topic1testimony
dc.subject.topic1mortgage
dc.subject.topic1dekabank
dc.subject.topic2euro
dc.subject.topic2die
dc.subject.topic2sofern
dc.subject.topic3brown
dc.subject.topic3graph
dc.subject.topic3http
dc.subject.topic1nameCorporate Governance
dc.subject.topic2nameFiscal Stability
dc.subject.topic3nameSystematic Risk
dc.identifier.urlhttps://www.hedgefundresearch.com/family-indices/hfrx


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Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International