Safe havens, feedback loops, and shock propagation in global asset prices
Safe havens, feedback loops, and shock propagation in global asset prices
Safe havens, feedback loops, and shock propagation in global asset prices
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Publisher
Washington, DC: IMF
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Language
English
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Publisher
Washington, DC: IMF
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Scope and Contents
Contents
We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price correlations and document the clear differences in asset price correlations between safe havens and non-safe havens: safe havens, as commonly defined,...
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Full title
Safe havens, feedback loops, and shock propagation in global asset prices
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Record Identifier
TN_cdi_gale_infotraccpiq_380748703
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_infotraccpiq_380748703
Other Identifiers
ISBN
9781484381588,1484381580
ISSN
1018-5941
DOI
10.5089/9781484381588.001
