Investors' risk appetite and global financial market conditions /

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 from global market conditions (i...

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Bibliographic Details
Main Author: González-Hermosillo, Brenda
Corporate Author: International Monetary Fund Monetary and Capital Markets Department
Format: Book
Language:English
Published: [Washington, D.C.?] : International Monetary Fund, c2008
Washington, D.C. : 2008
Series:IMF Working Papers ; Working Paper No. 08/85
IMF Working Papers; Working Paper ; No. 2008/085
IMF eLibrary
IMF working paper ; WP/08/85
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Massachusetts Institute of Technology

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Call Number: HG3810.I45 no.WP/08/85