Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices /
We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price correlations and document the clear differences in asset price correlations between safe havens and n...
| Egile nagusia: | |
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| Beste egile batzuk: | , |
| Formatua: | Aldizkaria |
| Hizkuntza: | English |
| Argitaratua: |
Washington, D.C. :
International Monetary Fund,
2014.
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| Saila: | IMF Working Papers; Working Paper ;
No. 2014/081 |
| Sarrera elektronikoa: | Full text available on IMF |