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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
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The Asian flu and Russian virus : firm-level evidence on how crises are transmitted internationally
Forbes, Kristin - 2000
Persistent link: https://www.econbiz.de/10001494315
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How are shocks propagated internationally? : Firm-level evidence from the Russian and East Asian crises
Forbes, Kristin - In: Financial crises in emerging markets, (pp. 106-159). 2001
Persistent link: https://www.econbiz.de/10001587984
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The Asian flu and Russian virus : the international transmission of crisis in firm-level data
Forbes, Kristin - In: Journal of international economics 63 (2004) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10002073199
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No contagion, only interdependence : measuring stock market co-movements
Forbes, Kristin; Rigobón, Roberto - 1999
Persistent link: https://www.econbiz.de/10001403893
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Trade linkages and output-multiplier effects : a structural VAR approach with a focus on Asia
Abeysinghe, Tilak; Forbes, Kristin - 2001
Persistent link: https://www.econbiz.de/10001628193
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A decomposition of global linkages in financial markets over time
Forbes, Kristin; Chinn, Menzie David - 2003
Persistent link: https://www.econbiz.de/10001746746
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No contagion, only interdependence measuring stock market comovements
Forbes, Kristin; Rigobón, Roberto - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2223-2262
Persistent link: https://www.econbiz.de/10001709429
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A decomposition of global linkages in financial markets over time
Forbes, Kristin; Chinn, Menzie David - In: The review of economics and statistics 86 (2004) 3, pp. 705-722
Persistent link: https://www.econbiz.de/10002223307
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Trade linkages and output-multiplier effects : a structural VAR approach with a focus on Asia
Abeysinghe, Tilak; Forbes, Kristin - In: Review of international economics 13 (2005) 2, pp. 356-375
Persistent link: https://www.econbiz.de/10002802345