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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Kumar, Manmohan
مؤلفون آخرون: Persaud, Avinash
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2001.
سلاسل:IMF Working Papers; Working Paper ; No. 2001/134
الوصول للمادة أونلاين:Full text available on IMF