Procyclical Behavior of Institutional Investors During the Recent Financial Crisis : Causes, Impacts, and Challenges /

This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the global financial crisis; (ii) identifies the main factors that could account for such behavior; (iii) discusses the implications of procyclical behavior; and (iv) proposes a framework...

詳細記述

書誌詳細
第一著者: Papaioannou, Michael
その他の著者: Hoorn, Han, Park, Joonkyu, Pihlman, Jukka
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2013.
シリーズ:IMF Working Papers; Working Paper ; No. 2013/193
オンライン・アクセス:Full text available on IMF
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100 1 |a Papaioannou, Michael. 
245 1 0 |a Procyclical Behavior of Institutional Investors During the Recent Financial Crisis :   |b Causes, Impacts, and Challenges /  |c Michael Papaioannou, Joonkyu Park, Jukka Pihlman, Han Hoorn. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2013. 
300 |a 1 online resource (53 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the global financial crisis; (ii) identifies the main factors that could account for such behavior; (iii) discusses the implications of procyclical behavior; and (iv) proposes a framework for sound investment practices for long-term investors. Such procyclical investment behavior is understandable and may be considered rational from an individual institution's perspective. However, our main conclusion is that behaving in a manner consistent with longterm investing would lead to better long-term, risk-adjusted returns and, importantly, could lessen the potential adverse effects of the procyclical investment behavior of institutional investors on global financial stability. 
538 |a Mode of access: Internet 
700 1 |a Hoorn, Han. 
700 1 |a Park, Joonkyu. 
700 1 |a Pihlman, Jukka. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2013/193 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2013/193/001.2013.issue-193-en.xml  |z IMF e-Library