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...
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Формат: | Журнал |
Мова: | English |
Опубліковано: |
Washington, D.C. :
International Monetary Fund,
2001.
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Серія: | IMF Working Papers; Working Paper ;
No. 2001/134 |
Онлайн доступ: | Full text available on IMF |