Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds

Vikas Agarwal, George Aragon, Zhen Shi

Research output: Contribution to journalArticle

Original languageEnglish (US)
JournalJournal of Financial and Quantitative Analysis
DOIs
StateAccepted/In press - Jan 1 2018

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Financial fragility
Financial crisis
Hedge funds
Liquidity

Keywords

  • cash buffers
  • Financial Crisis
  • funds of hedge funds
  • investor flows
  • liquidity transformation

ASJC Scopus subject areas

  • Accounting
  • Finance
  • Economics and Econometrics

Cite this

Liquidity Transformation and Financial Fragility : Evidence from Funds of Hedge Funds. / Agarwal, Vikas; Aragon, George; Shi, Zhen.

In: Journal of Financial and Quantitative Analysis, 01.01.2018.

Research output: Contribution to journalArticle

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