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Spillovers at the extremes : the macroprudential stance and vulnerability to the global financial cycle

Chari, Anusha; Stedman, Karlye Dilts; Forbes, Kristin - 2021

Persistent link: https://www.econbiz.de/10012805043

Risk-on/risk-off: measuring shifts in investor sentiment

Chari, Anusha; Stedman, Karlye Dilts; Lundblad, Christian - 2024 - This version: November 21, 2024

This paper defines risk-on risk-off (RORO), an elusive terminology in pervasive use, as the variation in global investor risk taking behavior. Our high-frequency RORO index captures time-varying investor risk appetite across multiple dimensions: advanced economy credit risk, equity market...

Persistent link: https://www.econbiz.de/10015199247

Capital flows in risky times : risk-on/risk-off and emerging market tail risk

Chari, Anusha; Stedman, Karlye Dilts; Lundblad, Christian - 2020

Persistent link: https://www.econbiz.de/10012498954

Unconventional monetary policy, (a)synchronicity and the yield curve

Stedman, Karlye Dilts - 2019 - This Version: October 30, 2019

Persistent link: https://www.econbiz.de/10012151247

Foreign reserve management and U.S. money market liquidity : a cost of exorbitant privilege

Alquist, Ron; Kahn, R. Jay; Stedman, Karlye Dilts - 2022

Persistent link: https://www.econbiz.de/10013367954