Crossmark

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach

Crossref DOI link: https://doi.org/10.1186/s40854-021-00316-3

Published Online: 2022-03-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Racicot, François-Éric https://orcid.org/0000-0003-0468-5513
Théoret, Raymond
Funding

Funding for this research was provided by:

Social Sciences and Humanities Research Council of Canada (435-2019-0078)

ipag business school, paris
License Information

Text and Data Mining valid from 2022-03-07

Version of Record valid from 2022-03-07
More Information

Article History

Received: 12 February 2021

Accepted: 14 November 2021

First Online: 7 March 2022

Declarations

:

: The authors declare no competing interests.

Document is current

Any future updates will be listed below