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- W2121199683 abstract "The performance of hedge funds and other financial institutions has been carefully studied during the last financial crisis. In our study which spans through a time period of 31 December, 1999 to 21 June, 2011, the relationship between global hedge fund indice and Federal Reserve’s effective interest rate, and the relationship between the 10 year-term Treasury bill and the M2 monetary supply variables as the United States' economy indicator was tested with vector autoregression analysis (VAR). Based on the results obtained, the indices stastistically and significantly reflect the developments guiding the U.S. economy and then became effective on our present variables. Key words: Hedge funds, vector autoregression analysis (VAR)." @default.
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- W2121199683 date "2012-02-07" @default.
- W2121199683 modified "2023-09-27" @default.
- W2121199683 title "Hedge funds and their interaction with market parameters" @default.
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- W2121199683 doi "https://doi.org/10.5897/jeif11.132" @default.
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