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...
| Müşterek Yazar: | |
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| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2000.
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| Seri Bilgileri: | IMF Staff Papers; IMF Staff Papers ;
No. 2000/001 |
| Online Erişim: | Full text available on IMF |