Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators
Year of publication: |
2007-01
|
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Authors: | Coudert, Virginie ; Gex, Mathieu |
Institutions: | Centre d'études prospectives et d'informations internationales (CEPII) |
Subject: | Models | Financial markets | Crisis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C33 - Models with Panel Data ; E44 - Financial Markets and the Macroeconomy ; F37 - International Finance Forecasting and Simulation ; G12 - Asset Pricing |
Source: |
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