Investors’ Risk Appetite and Global Financial Market Conditions
- 1 January 2008
- journal article
- Published by International Monetary Fund (IMF) in IMF Working Papers
- Vol. 8 (85), 1
- https://doi.org/10.5089/9781451869460.001
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- A Banking Firm Model: The Role of Market, Liquidity and Credit RisksPublished by Springer Science and Business Media LLC ,2008
- Contagion in global equity markets in 1998: The effects of the Russian and LTCM crisesThe North American Journal of Economics and Finance, 2007
- Contagion in international bond markets during the Russian and the LTCM crisesJournal of Financial Stability, 2006
- Empirical modelling of contagion: a review of methodologiesQuantitative Finance, 2005
- Option‐Implied Risk Aversion EstimatesThe Journal of Finance, 2004
- A Primer on Financial ContagionJournal of Economic Surveys, 2003
- Pure Contagion and Investors’ Shifting Risk Appetite: Analytical Issues and Empirical EvidenceInternational Finance, 2002
- A Rational Expectations Model of Financial ContagionThe Journal of Finance, 2002
- The Russian Default and the Contagion to BrazilPublished by Springer Science and Business Media LLC ,2001
- Contagion: Understanding How It SpreadsThe World Bank Research Observer, 2000