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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书目详细资料
主要作者: Kumar, Manmohan
其他作者: Persaud, Avinash
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