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...
| Главный автор: | |
|---|---|
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Серии: | IMF Working Papers; Working Paper ;
No. 2008/085 |
| Online-ссылка: | Full text available on IMF |