IMF Staff Papers, Volume 47, No. 2.
This paper analyzes portfolio diversification, leverage, and financial contagion. It studies the extent to which basic principles of portfolio diversification explain 'contagious selling' of financial assets when there are purely local shocks. The paper demonstrates that the elementary por...
| Autor corporatiu: | |
|---|---|
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2000.
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| Col·lecció: | IMF Staff Papers; IMF Staff Papers ;
No. 2000/001 |
| Accés en línia: | Full text available on IMF |