Relative risk aversion and the transmission of financial crises

DOI10.1016/J.JEDC.2011.07.005zbMath1241.91060OpenAlexW3125260374MaRDI QIDQ428019

Aditya Goenka, Melisso Boschi

Publication date: 18 June 2012

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

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

zbMATH Keywords

contagioninternational asset pricingfinancial criseswealth effectsrelative risk aversioncapital controlsTobin tax

Mathematics Subject Classification ID

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

Related Items (2)

Stability analysis and fixed-time control of credit risk contagion ⋮ A nonlinear dynamic model for credit risk contagion

Cites Work

• Unnamed Item
• Fiscal rules and extrinsic uncertainty
• Financial crises as herds: overturning the critiques
• Contagion of self-fulfilling financial crises due to diversification of investment portfolios
• Risk Aversion in the Small and in the Large

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