Does risk aversion drive financial crises? Testing the predictive power of empirical indicators

Journal of Empirical Finance

Volumn 15, Issue 2, 2008, Pages 167-184

  Coudert, Virginie ^a,b,c   Gex, Mathieu ^a,d  

^a BANQUE DE FRANCE   (France)

^b UNIVERSITÉ PARIS 13   (France)

^c CEPII   (France)

^d IAE de Grenoble   (France)

Author keywords

Crises prediction; Currency crises; Leading indicators of crises; Risk aversion; Stock market crises

Indexed keywords

EID: 38849151761     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2007.06.001     Document Type: Article

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