ML-QuantSubscribe

SSRNDerivatives & Volatility

Hedge Funds & Monetary Policy

Hedge funds that react more to monetary policy changes tend to have higher returns, likely because they use government announcements to forecast market futures.

Featured in No. 84 on 5 Feb 2025 · 2 days after release

Released
3 Feb 2025
First featured
No. 84 · 5 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
53
Identifier
SSRN 5115891

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page