Investors' Risk Appetite and Global Financial Market Conditions

Submitted on 23rd November 2018
Source
academic

A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing countries during periods of financial stress

Source
IMF
Length of Resource
77 pages
Author
Brenda Gonzalez-Hermosillo
Date Published
Publication Type
paper
Resource Type
academic