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...
| 1. autor: | |
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| Format: | Czasopismo |
| Język: | English |
| Wydane: |
Washington, D.C. :
International Monetary Fund,
2008.
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| Seria: | IMF Working Papers; Working Paper ;
No. 2008/085 |
| Dostęp online: | Full text available on IMF |