Showing 1 - 10 of 3,336
Persistent link: https://www.econbiz.de/10011414565
Persistent link: https://www.econbiz.de/10011448196
Persistent link: https://www.econbiz.de/10011295611
Persistent link: https://www.econbiz.de/10008779317
Persistent link: https://www.econbiz.de/10011870250
Persistent link: https://www.econbiz.de/10013327233
Persistent link: https://www.econbiz.de/10013168587
This paper defines risk-on risk-off (RORO), an elusive terminology in pervasive use, as the variation in global investor risk aversion. Our high-frequency RORO index captures time-varying investor risk appetite across multiple dimensions: advanced economy credit risk, equity market volatility,...
Persistent link: https://www.econbiz.de/10014437038
Persistent link: https://www.econbiz.de/10011287270
Persistent link: https://www.econbiz.de/10015065759