Originality/value of paper – These results are original because they help the investor to understand the dynamics of the relationship between global macro hedge funds and traditional financial assets.
Kammoun Masmoudi, W. (2010), "Chapter 3 Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets", Jawadi, F. and Barnett, W. (Ed.) Nonlinear Modeling of Economic and Financial Time-Series (International Symposia in Economic Theory and Econometrics, Vol. 20), Emerald Group Publishing Limited, Bingley, pp. 41-81. https://doi.org/10.1108/S1571-0386(2010)0000020008Download as .RIS
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