HOME > 상세정보

상세정보

Hedge funds and financial market dynamics

Hedge funds and financial market dynamics (4회 대출)

자료유형
단행본
개인저자
Eichengreen, Barry J. Mathieson, Donald J. Chadha, Bankim.
단체저자명
International Monetary Fund.
서명 / 저자사항
Hedge funds and financial market dynamics / by a staff team led by Barry Eichengreen and Donald Mathieson, with Bankim Chadha ... [et. al.].
발행사항
Washington, DC :   International Monetary Fund ,   c1998.  
형태사항
vii, 75 p. : ill. ; 28 cm.
총서사항
Occasional paper ,0251-6365 ; 166
ISBN
1557757364
일반주기
"May 1998."  
서지주기
Includes bibliographical references (p. 71).
일반주제명
Hedge funds. Hedge funds -- Asia.
000 01199camuu2200337 a 4500
001 000045490937
005 20081209153825
008 980709s1998 dcua b 000 0 eng d
010 ▼a 98168741 //r98
020 ▼a 1557757364
035 ▼a (KERIS)REF000004776778
040 ▼a DBI ▼c DBI ▼d DLC ▼d 211009
042 ▼a lccopycat
050 0 4 ▼a HG4530 ▼b .H388 1998
082 0 4 ▼a 332.64/524 ▼2 22
090 ▼a 332.64524 ▼b H4532
245 0 0 ▼a Hedge funds and financial market dynamics / ▼c by a staff team led by Barry Eichengreen and Donald Mathieson, with Bankim Chadha ... [et. al.].
260 ▼a Washington, DC : ▼b International Monetary Fund , ▼c c1998.
300 ▼a vii, 75 p. : ▼b ill. ; ▼c 28 cm.
490 1 ▼a Occasional paper , ▼x 0251-6365 ; ▼v 166
500 ▼a "May 1998."
504 ▼a Includes bibliographical references (p. 71).
650 0 ▼a Hedge funds.
650 0 ▼a Hedge funds ▼z Asia.
700 1 ▼a Eichengreen, Barry J.
700 1 ▼a Mathieson, Donald J.
700 1 ▼a Chadha, Bankim.
710 2 ▼a International Monetary Fund.
830 0 ▼a Occasional paper (International Monetary Fund) ; ▼v no. 166.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.64524 H4532 등록번호 111519019 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차


CONTENTS

Preface = ⅶ

Ⅰ Overview / Barry Eichengreen ; Donald Mathieson = 1

Ⅱ Hedge Funds and Financial Markets : Implications for Policy / Barry Eichengreen ; Donald Mathieson = 2

 Hedge Fund Operations = 2

  Hedge Funds and Market Moves = 2

  Policy Implications and Options = 3

 The Hedge Fund Industry = 4

  Diversity  Within the Hedge Fund Industry = 4

  The Fuzzy Line Between Hedge Funds and Other Institutional Investors = 4

  A Look Back = 5

  Quantitiative Dimensions = 5

  Use of Leverage and Derivatives = 6

  A Look Forward = 8

 Hedge Funds and Market Dynamics = 8

  Investment Strategies = 9

  Herding and Market Dynamics = 10

  Feedback Trading = 11

 Supervision and Regulation = 12

  Investor Protection = 12

  Disclosure of Activities with Implications for Market Integrity = 13

  Systemic Risk Management = 14

 Hedge Funds Recent Crises = 14

  The 1992 ERM Crisis = 15

  Bond Market Turbulence in 1994 = 16

  The 1994 - 95 Mexican Crisis = 16

  Interim Summary = 16

  The 1997 Crisis in Emerging Markets = 16

 An Appraisal = 17

  Implications of the Crisis = 20

  Policy Options = 20

 Appendix. Hedge Funds and Financial Markets : Theoretical Perspectives = 24

 References = 25

Ⅲ The Hedge Fund Industry : Structure, Size, and Performance / Bankim Chadha ; Anne Jansen = 27

 Evolution of Hedge Funds = 27

 Characteristics of the Industry = 28

  The Data = 28

  Investment Styles = 29

  Number, Size, and Location of Funds = 29

  Survival Rate = 33

  Manager Compensation and Incentives for Risk Taking = 34

  Redemption Policies and Implications for Market Dynamics = 34

  Decision-Making Process = 34

  The Investor Base = 34

  Leverage = 34

 Performance : Return, Risk, and Diversification Comparisons = 37

 Macroeconomic Events and the Performance of Macro Hedge Funds = 38

 Conclusions = 39

 References = 41

Ⅳ Hedge Fund Investment Strategies / Laura Kodres = 42

 Strategies Used by Arbitrage-Type Hedge Funds = 43

  Analytics Behind the Strategies = 43

  Strategy Determinants = 46

  Examples of Strategies = 46

 Strategies Used by Macro Funds = 47

  Strategy Determinants = 48

  Examples of Strategies = 49

 Strategies Used by Emerging Market Hedge Funds = 50

  Combination Macro Funds and Arbitrage Funds = 50

  Special Considerations = 50

 Other Types of Hedge Fund Strategies = 51

  Event-Related Funds = 51

  Value Investing = 51

  Short-Selling Funds = 51

  Sector Funds = 52

 Appendix. Characteristics of Hedge Fund Strategies = 52

 References = 54

Ⅴ Effects of Hedge Funds' Strategies on Price Dynamics / Laura Kodres = 55

 Stabilizing Strategies = 55

 Destabilizing Strategies = 55

 Empirical Evidence = 57

 References = 61

Ⅵ Regulation of Hedge Funds / Sunil Sharma = 62

 Regulation of Hedge Funds in the United States = 62

  Investor Protection Rules = 62

  Regulation to Protect Market Integrity = 66

  Reducing Systemic Risk = 67

 Regulation of Hedge Funds in the United Kingdom = 68

 Regulation of Hedge Funds in the European Union = 69

 Views of Regulators = 70

 References = 71

Glossary = 72



관련분야 신착자료

Kostolany, André (2021)