Now showing items 1-2 of 2
Macroeconomic risk and hedge fund returns
This paper estimates hedge fund and mutual fund exposure to newly proposed measures of macroeconomic risk that are interpreted as measures of economic uncertainty. We find that the resulting uncertainty betas explain a ...
The real estate and credit bubble: evidence from Spain
(Springer Science+Business Media, 2014-08)
We analyze the determinants of real estate and credit bubbles using a unique borrower-lender matched dataset on mortgage loans in Spain. The dataset contain real estate credit and price conditions (loan principal and spread, ...
Share this page