Hoai-Luu Nguyen

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Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and ‘Normal’ Economic Times
November 2014 - Working Paper20704
Author(s) - Michael Greenstone, Alexandre Mas & Hoai-Luu Nguyen
We estimate the effect of the reduction in credit supply that followed the 2008 financial crisis on the real economy. We predict county lending shocks using variation in pre-crisis bank market shares and estimated bank supply-shifts. Counties with negative predicted shocks experienced declines in...
Hedge Fund Tail Risk
November 11, 2011 - Chapter
Author(s) - Tobias Adrian, Markus K. Brunnermeier & Hoai-Luu Q. Nguyen
This chapter uses quantile regressions to examine the interdependencies between different hedge fund styles in times of crisis. It shows that tail sensitivities between different strategies are higher in times of distress, suggesting the potential for simultaneous losses across many hedge funds;...
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