Risk spillover among hedge funds: The role of redemptions and fund failures
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Keywordsdiversification; hedge funds; Risk Spillover; Survival Analysis;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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