Pure Contagion and Investors Shifting Risk Appetite : Analytical Issues and Empirical Evidence /
This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals - investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk appetite and discusses whether it is possible to directly measure...
| Autor principal: | |
|---|---|
| Altres autors: | |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2001/134 |
| Accés en línia: | Full text available on IMF |