Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices /
We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price correlations and document the clear differences in asset price correlations between safe havens and n...
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| מחברים אחרים: | , |
| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2014.
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| סדרה: | IMF Working Papers; Working Paper ;
No. 2014/081 |
| גישה מקוונת: | Full text available on IMF |