Relative risk aversion and the transmission of financial crises

DOI10.1016/J.JEDC.2011.07.005zbMATH Open1241.91060OpenAlexW3125260374MaRDI QIDQ428019FDOQ428019

Authors: Melisso Boschi, Aditya Goenka 

Publication date: 18 June 2012

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.07.005

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• scientific article; zbMATH DE number 1977293

zbMATH Keywords

contagionfinancial criseswealth effectsrelative risk aversioncapital controlsinternational asset pricingTobin tax

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Credit risk (91G40)

Cites Work

• Title not available (Why is that?)
• Risk Aversion in the Small and in the Large
• Contagion of self-fulfilling financial crises due to diversification of investment portfolios
• Fiscal rules and extrinsic uncertainty
• Financial crises as herds: overturning the critiques

Cited In (9)

• Title not available (Why is that?)
• Contagion of self-fulfilling financial crises due to diversification of investment portfolios
• A nonlinear dynamic model for credit risk contagion
• Behavioral heterogeneity and financial crisis: the role of sentiment
• Stability analysis and fixed-time control of credit risk contagion
• The Asian financial crisis and investors' risk aversion
• Risk-sharing and crises. Global games of regime change with endogenous wealth
• Convertibility risk: the precautionary demand for foreign currency in a crisis
• Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders

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