Benchmark Index of Risk Appetite
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References listed on IDEAS
- Miroslav Misina, 2003. "What does the risk-appetite index measure?," Economics Bulletin, AccessEcon, vol. 28(6), pages 1-6.
- 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.
- Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Coudert, Virginie & Gex, Mathieu, 2008.
"Does risk aversion drive financial crises? Testing the predictive power of empirical indicators,"
Journal of Empirical Finance,
Elsevier, vol. 15(2), pages 167-184, March.
- Virginie Coudert & Mathieu Gex, 2007. "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers 2007-02, CEPII research center.
- V. Coudert & M. Gex, 2008. "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Post-Print halshs-00321667, HAL.
- 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.
- Uhlenbrock, Birgit, 2009. "Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators," Discussion Paper Series 2: Banking and Financial Studies 2009,08, Deutsche Bundesbank.
- Marc Boissaux & Jang Schiltz, 2010. "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series 10-09, Luxembourg School of Finance, University of Luxembourg.
- Marcello Pericoli & Massimo Sbracia, 2006. "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers) 586, Bank of Italy, Economic Research and International Relations Area.
More about this item
KeywordsEconomic models; Financial markets;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-06-24 (All new papers)
- NEP-BEC-2006-06-24 (Business Economics)
- NEP-FIN-2006-06-24 (Finance)
- NEP-FMK-2006-06-24 (Financial Markets)
- NEP-UPT-2006-06-24 (Utility Models & Prospect Theory)
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