The Asian financial crisis and investors' risk aversion

DOI10.1007/S10690-007-9041-1MaRDI QIDQ2454818zbMATH OpenOpenAlexWikidataFDO

Authors Yasuo Nishiyama

Publication date 22 October 2007

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-007-9041-1

zbMATH Keywords

Asian financial crisisBanksChow testRelative risk aversionTime-varying parameter model

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Global Implications of Self-Oriented National Monetary Rules
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• Identification in Parametric Models
• Nonparametric risk management and implied risk aversion

Cited in

(4)

• Asian financial crisis. Prologue and the case of Thailand
• Does exposure to unawareness affect risk preferences? A preliminary result
• Financial crisis and corporate liquidity: implications for emerging markets
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS

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