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Financial markets' appetite for risk - and the challenge of assessing its evolution by risk appetite indicators

In: Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008

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  • Birgit Uhlenbrock

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  • Birgit Uhlenbrock, 2009. "Financial markets' appetite for risk - and the challenge of assessing its evolution by risk appetite indicators," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 221-259, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:31-18
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    References listed on IDEAS

    as
    1. Miroslav Misina, 2006. "Benchmark Index of Risk Appetite," Staff Working Papers 06-16, Bank of Canada.
    2. Coudert, V. & Gex, M., 2006. "Can risk aversion indicators anticipate financial crises?," Financial Stability Review, Banque de France, issue 9, pages 67-87, December.
    3. Miroslav Misina, 2003. "What does the risk-appetite index measure?," Economics Bulletin, AccessEcon, vol. 28(6), pages 1-6.
    4. Kumar, Manmohan S & Persaud, Avinash, 2002. "Pure Contagion and Investors' Shifting Risk Appetite: Analytical Issues and Empirical Evidence," International Finance, Wiley Blackwell, vol. 5(3), pages 401-436, Winter.
    5. repec:ebl:ecbull:v:28:y:2003:i:6:p:a6 is not listed on IDEAS
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