Investors’ Risk Appetite and Global Financial Market Conditions

Preprint OPEN
Brenda Gonzalez-Hermosillo;
(2008)
  • Subject: Financial risk;Economic models;Bond issues;Spillovers;Market risk;International capital markets;Liquidity risk;volatility risk, default risk, risk appetite, financial markets, bond, global financial markets, bond spreads, financial market,
    mesheuropmc: health care economics and organizations

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 in the last decade. The model identifies and quantifies the contribution on bond spreads fr... View more
Share - Bookmark