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...
主要作者: | |
---|---|
其他作者: | |
格式: | 杂志 |
语言: | English |
出版: |
Washington, D.C. :
International Monetary Fund,
2001.
|
丛编: | IMF Working Papers; Working Paper ;
No. 2001/134 |
在线阅读: | Full text available on IMF |