Investors' Risk Appetite and Global Financial Market Conditions /
A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing countries during periods of financial stress in the last decade. The model identifies and quantifies the contribution on bond spreads from global market conditions (i...
| Egile nagusia: | |
|---|---|
| Formatua: | Aldizkaria |
| Hizkuntza: | English |
| Argitaratua: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Saila: | IMF Working Papers; Working Paper ;
No. 2008/085 |
| Sarrera elektronikoa: | Full text available on IMF |