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Measures of investor and consumer confidence and policy actions in the current crisis

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Author Info
Dailami, Mansoor
Masson, Paul

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Abstract

The current financial crisis has highlighted the danger that declines in confidence can have a self-fulfilling effect on economic activity. In this paper, the authors consider ways of measuring investor and consumer confidence, and try to explain the evolution of confidence using measures of financial volatility, investment performance, macroeconomic outcomes, and policy actions. They identify a link between investor and consumer confidence. Finally, they show that liquidity provision and easing of interest rates had only a limited effect on financial market spreads during the crisis, arguing for additional measures to address the loss of confidence. The paper focuses on the need for financial regulatory reform, and shows how the incentives to cooperate in this area are stimulated by a common shock to confidence.

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Publisher Info
Paper provided by The World Bank in its series Policy Research Working Paper Series with number 5007.

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Date of creation: 01 Jul 2009
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Handle: RePEc:wbk:wbrwps:5007

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Related research
Keywords: Debt Markets; Emerging Markets; Currencies and Exchange Rates; Banks&Banking Reform;

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This page was last updated on 2009-11-25.


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