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How has risk appetite fared since the start of the COVID-19 pandemic?
[Quel appétit pour le risque depuis le début de la crise de la COVID-19 ?]

Author

Listed:
  • Hadrien Camatte
  • Théophile Legrand
  • Quoc-Trieu Le

Abstract

Assessing investor risk appetite is essential for financial stability and market analysis. This post looks at a risk appetite indicator developed by Banque de France staff and gives insights into its contribution to understanding market impact since the start of the COVID-19 pandemic. L'évaluation du degré d'appétit des investisseurs pour le risque est d’intérêt pour la stabilité financière et pour l’analyse des marchés. Ce billet présente un indicateur d’appétit pour le risque développé à la Banque de France et illustre son apport à la compréhension des impacts de marché depuis le début de la crise de la COVID-19.

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Handle: RePEc:bfr:econot:221
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File URL: https://www.banque-france.fr/en/publications-and-statistics/publications/how-has-risk-appetite-fared-start-covid-19-pandemic
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File URL: https://www.banque-france.fr/fr/publications-et-statistiques/publications/quel-appetit-pour-le-risque-depuis-le-debut-de-la-crise-de-la-covid-19
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