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...
| मुख्य लेखक: | |
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| अन्य लेखक: | , |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2014.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2014/081 |
| ऑनलाइन पहुंच: | Full text available on IMF |