机译:对冲基金的响应较高的时刻风险对宏观经济和非分发的冲击
Univ Ottawa Telfer Sch Management 55 Laurier Ave East Ottawa ON K1N 6N5 Canada;
Univ Quebec Montreal UQAM Ecole Sci Gest 315 Ste Catherine Est R-2915 Montreal PQ H2X 3X2 Canada|ESG UQAM Chaire Informat Financiere & Org Montreal PQ H2X 3X2 Canada;
SUNY Coll Plattsburgh Plattsburgh NY USA;
Co-skewness; Co-kurtosis; Hedge funds; Business cycle; Diversification; Robust IV-GMM; VAR;