Publication Type
Magazine Article
Version
Publisher’s Version
Publication Date
3-2010
Abstract
Why do correlations all go to one when economic conditions turn bad? We review the latest research on funding liquidity (the ease with which hedge funds obtain capital) and discuss its implications on the asset liquidity and valuations of securities held by funds, on subsequent fund performance, and on contagion across hedge fund investment styles.
Keywords
Hedge funds, liquidity, asset liquidity, investment strategies, contagion
Discipline
Finance and Financial Management
Research Areas
Finance
Publication
Hedge Fund Insights: Newsletter of the BNP Paribus Hedge Fund Centre at SMU
First Page
2
Last Page
6
Publisher
BNP Paribus Hedge Fund Centre, Singapore Management University
City or Country
Singapore
Citation
Teo, Melvyn. 2010 March. Hedge Fund Contagion. Hedge Fund Insights: Newsletter of the BNP Paribus Hedge Fund Centre at SMU, 2-6.
Copyright Owner and License
BNP Paribus Hedge Fund Centre, Singapore Management University
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.