Description:This paper discusses a pure form of financial contagion, unrelated to economic fundamentals - investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk appetite and discusses whether it is possible to directly measure them in a way that can enable policy makers to differentiate between financial contagion and domestic fundamentals as the immediate source of a crisis. Daily measures of risk appetite are computed and their usefulness in predicting financial crises is assessed.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Pure Contagion and Investors Shifting Risk Appetite: Analytical Issues and Empirical Evidence. To get started finding Pure Contagion and Investors Shifting Risk Appetite: Analytical Issues and Empirical Evidence, you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
72
Format
PDF, EPUB & Kindle Edition
Publisher
International Monetary Fund
Release
2014
ISBN
1282061267
Pure Contagion and Investors Shifting Risk Appetite: Analytical Issues and Empirical Evidence
Description: This paper discusses a pure form of financial contagion, unrelated to economic fundamentals - investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk appetite and discusses whether it is possible to directly measure them in a way that can enable policy makers to differentiate between financial contagion and domestic fundamentals as the immediate source of a crisis. Daily measures of risk appetite are computed and their usefulness in predicting financial crises is assessed.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Pure Contagion and Investors Shifting Risk Appetite: Analytical Issues and Empirical Evidence. To get started finding Pure Contagion and Investors Shifting Risk Appetite: Analytical Issues and Empirical Evidence, you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.