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- w16801.pdf accessdate "2011-04-04".
- w16801.pdf date "February 2011".
- w16801.pdf first1 "Andrew".
- w16801.pdf first2 "Sergiy".
- w16801.pdf first3 "Greg".
- w16801.pdf first3 "Gregory".
- w16801.pdf isCitedBy Hedge_fund.
- w16801.pdf last1 "Ang".
- w16801.pdf last2 "Gorovyy".
- w16801.pdf last3 "VanInwegen".
- w16801.pdf last3 "van Inwegen".
- w16801.pdf pages "28–29".
- w16801.pdf publisher "NBER".
- w16801.pdf publisher "National Bureau of Economic Research".
- w16801.pdf quote "This paper presents, to our knowledge, the first formal analysis of hedge fund leverage using actual leverage ratios. Our unique dataset from a fund-of-hedge funds provides us with both a time series of hedge fund leverage from December 2004 to October 2009, which includes the worst periods of the financial crisis, and a cross section to investigate the determinants of the dynamics of hedge fund leverage.".
- w16801.pdf quote "[H]edge fund leverage is counter-cyclical to the market leverage of listed financial intermediaries. In particular, hedge fund leverage decreases prior to the start of the financial crisis in mid-2007, where the leverage of investment banks and the finance sector continues to increase. At the worst periods of the financial crisis in late 2008, hedge fund leverage is at its lowest while the leverage of investment banks is at its highest.".
- w16801.pdf quote "[H]edge fund leverage is fairly modest, especially compared with the listed leverage of broker/dealers and investment banks.".
- w16801.pdf title "Hedge Fund Leverage".
- w16801.pdf title "Hedge Fund Leverage: NBER Working Paper No. 16801".
- w16801.pdf url w16801.pdf.
- w16801.pdf year "2011".