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...
Համատեղ հեղինակ: | |
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Ձևաչափ: | Ամսագիր |
Լեզու: | English |
Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2000.
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Շարք: | IMF Staff Papers; IMF Staff Papers ;
No. 2000/001 |
Առցանց հասանելիություն: | Full text available on IMF |