Pure Contagion and Investors’ Shifting Risk Appetite: Analytical Issues and Empirical Evidence

• 1 November 2002
• journal article
• Published by Wiley in International Finance
• Vol. 5  (3) , 401-436
• https://doi.org/10.1111/1468-2362.00102

Abstract

Keywords

• EMPIRICAL EVIDENCE
• PROBABILITY
• RISK AVERSION
• CAPITAL MARKET
• CORRELATION
• CAPITAL MARKETS

All Related Versions

• Version 1, 2001-01-01, RePEc (Unconfirmed version)