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...
| 団体著者: | |
|---|---|
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2000.
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| シリーズ: | IMF Staff Papers; IMF Staff Papers ;
No. 2000/001 |
| オンライン･アクセス: | Full text available on IMF |