¿Puede la regulación de Hedge Funds limitar el impacto negativo de una crisis sistémica?

Referencias bibliográficas

• Allen, F. y D. Gale (1994) "Liquidity Preference, Market Participation and Asset Price Volatility", American Economic Review, 84, pp. 933-955.
• Bemanke, B.S., Gertler, M. y Gichrist, S. (1999) "The Financial Accelerator in a Quantitative
• Business Cycle Framework", Handbook of Macroeconomics, Elsevier Science, New York.
• Bernanke, B. S. (2006) "Hedge Funds and Systemic Risk", discurso presentado por el
• Presidente Ben S. Bernanke con motivo de la conferencia de Mercados Financieros 2006 mantenida en le Banco de la Reserva Federal de Atlanta, Sea Island, Georgia, 16.5.2006, a ser encontrado en: http://www.federalreserve.gov/ boarddocs/speeches/2006/200605162/default.htm
• Brown, S.J., Goetzmann, W.N., y Liang, B. (2003) "Fees on Fees on Funds of Funds", NBER Working Paper No. 9464.
• Chan, N., M. Getmansky, S. M. Haas y A. W. Lo (2005) "Systemic Risk and Hedge Funds",
• Working Paper presentado con motivo de la conferencia de Mercados Financieros 2006 mantenida en le Banco de la Reserva Federal de Atlanta, Sea Island, Georgia, 16.5.2006, a ser encontrado en: http://www.frbatlanta.org/news/ conferen/06fmc/06fmc-lo.pdf
• Dungly, M., R. Fry, B. Gonzalez-Hermosillo, y V. Martin, (2002). "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse". IMF Working Paper No. 02/74, a ser encontrado en: http://ssrn.com/abstract=879587
• Edwards, F.R., 2006. "Hedge Funds and Investor Protection Regulation". Working paper presentado al Financial Market Conference en el Federal Reserve Bank of Atlanta: Hedge Funds: Creators of Risk?. Mayo 15-18.
• Eichengreen, B., D. Mathieson, S. Sharma, B. Chadha, L. Kodres, y A. Jensen (1998). "Hedge Fund and Financial Market Dynamics". International Monetary Fund, Occasional Paper 166, May. Ineinchen, A. (2002) "Do Funds of Hedge Funds Managers Add Value?", Journal of Wealth Management, vol. 5 (1), pg. 8-25.
• Kose, M.A., E. S. Prassad and M. Terrones, 2003. Financial Integration and Macroeconomic Volatility. IMF Staff Papers, vol. 50 (1), Washington: International Monetary Fund.
• Lopez Pascual J y Cuellar R., (2007) "The Challenges of Launching, rating and regulating funds of hedge funds", Journal of Derivatives & Hedge Funds, pg. 247-262.
• Mitchell, M. and T. Pulvino, 2001. Characteristics of Risk and Risk Arbitrage, Journal of Finance, vol. 56 pp. 1235-1275.
• Krugman, Paul (1998): "Fire-sale FDI", disponible en http://web.mit.edu/krigman/www/FIRESALE.htm.