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Leveraging the Fed: Monetary Policy and Hedge Fund Performance

https://doi.org/10.2139/ssrn.4895152
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jfineco.2010.05.001openalex-snapshot
Liquidity risk and the cross-section of hedge-fund returns☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.10.009openalex-snapshot
Corporate bond liquidity before and after the onset of the subprime crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2012.11.007openalex-snapshot
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
inferredcites →https://doi.org/10.1016/j.jfineco.2014.06.008openalex-snapshot
Macroeconomic risk and hedge fund returns
inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.001openalex-snapshot
Monetary Policy and Long-Term Real Rates
inferredcites →https://doi.org/10.1016/j.jfineco.2017.06.015openalex-snapshot
Volatility of Aggregate Volatility and Hedge Fund Returns
inferredcites →https://doi.org/10.1016/j.jfineco.2017.09.008openalex-snapshot
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.022openalex-snapshot
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
inferredcites →https://doi.org/10.1016/j.jfineco.2022.02.002openalex-snapshot
The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks
inferredcites →https://doi.org/10.1016/j.jimonfin.2021.102595openalex-snapshot
The effects of U.S. monetary policy shocks on mutual fund investing
inferredcites →https://doi.org/10.1016/s0304-3932(01)00055-1openalex-snapshot
Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
inferredcites →https://doi.org/10.1093/rfs/hhy111openalex-snapshot
Low Interest Rates and Risk-Taking: Evidence from Individual Investment Decisions
inferredcites →https://doi.org/10.1111/1468-0327.12042openalex-snapshot
Evaluating asset-market effects of unconventional monetary policy: a multi-country review
inferredcites →https://doi.org/10.1111/ecoj.12435openalex-snapshot
On the International Spillovers of US Quantitative Easing
inferredcites →https://doi.org/10.1111/j.1538-4616.2011.00477.xopenalex-snapshot
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
inferredcites →https://doi.org/10.1111/jofi.12196openalex-snapshot
The Pre-FOMC Announcement Drift
inferredcites →https://doi.org/10.1111/jofi.13004openalex-snapshot
Monetary Policy and Reaching for Income
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101741openalex-snapshot
Hedge Funds: A Dynamic Industry in Transition
inferredcites →https://doi.org/10.1257/mac.20130324openalex-snapshot
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
inferredcites →https://doi.org/10.17016/2380-7172.2979openalex-snapshot
Sizing hedge funds' Treasury market activities and holdings
inferredcites →https://doi.org/10.17016/2380-7172.3115openalex-snapshot
Interest Rates Expectations and Flow Dynamics in High Yield Corporate Debt Mutual funds
inferredcites →https://doi.org/10.17016/2380-7172.3377openalex-snapshot
Hedge Fund Treasury Exposures, Repo, and Margining
inferredcites →https://doi.org/10.17016/2380-7172.3458openalex-snapshot
Quantifying Treasury Cash-Futures Basis Trades
inferredcites →https://doi.org/10.17016/feds.2004.66openalex-snapshot
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
inferredcites →https://doi.org/10.17016/feds.2014.39openalex-snapshot
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
inferredcites →https://doi.org/10.2139/ssrn.1364635openalex-snapshot
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
inferredcites →https://doi.org/10.2139/ssrn.2053640openalex-snapshot
How 'Unconventional' are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices
inferredcites →https://doi.org/10.2139/ssrn.2276855openalex-snapshot
On the International Spillovers of US Quantitative Easing
inferredcites →https://doi.org/10.2139/ssrn.3650981openalex-snapshot
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?
inferredcites →https://doi.org/10.2469/dig.v40.n1.44openalex-snapshot
Presidential Address: Sophisticated Investors and Market Efficiency
inferredcites →https://doi.org/10.2469/faj.v60.n5.2657openalex-snapshot
Hedge Fund Benchmarks: A Risk-Based Approach
inferredcites →https://doi.org/10.3905/jai.2021.1.134openalex-snapshot
Measuring Hedge Fund Liquidity Mismatch
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