Add to ORKGThe thesis studies role of risk appetite on financial markets. In theoretical part, author describes a notion of this concept, refers to known methods and describes the role of behavioral economics in treatment of this concept. In practical part, models are constructed to explain influence of selected indices on CDS which proxy for sovereign risk of individual developed and emerging markets. Across the globe, there is found strong common component which can be explained by selected indices. It is also observed that GRAI indicator can play role in case of emerging markets. In case of developed markets, however, this property is missing. Granger causality does not prove relationship of GRAI explanation power in direction to sovereign risk
This paper proposes a method for measuring investor risk appetite based on the variation in the rati...
Representing the "amount" of risk that a bank is able and willing to accept in pursuit of its object...
Abstract: An often-cited explanation for the forward rate puzzle is that predictions obtained under...
The thesis studies role of risk appetite on financial markets. In theoretical part, author describes...
he risk appetite of investors may prove to be an important concept in the anal-ysis of financial sta...
Assessments of investors' risk appetite/aversion stance via indicators often yields results which se...
Explanations of changes in asset prices as being due to exogenous changes in risk appetite assume th...
Investors' attitude towards risk is a key factor driving the movement in asset prices. Global reduct...
This paper proposes a method for measuring investor risk appetite based on the variation in the rati...
In this paper, we propose a method based on the rank correlation between risk of assets and excess r...
This thesis seeks to establish a methodology to reveal whether the risk appetite held by investors i...
This thesis seeks to establish a methodology to reveal whether the risk appetite held by investors i...
This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals - inve...
An important element in interpreting financial market prices is the identification of the risk premi...
Representing the "amount" of risk that a bank is able and willing to accept in pursuit of its object...
This paper proposes a method for measuring investor risk appetite based on the variation in the rati...
Representing the "amount" of risk that a bank is able and willing to accept in pursuit of its object...
Abstract: An often-cited explanation for the forward rate puzzle is that predictions obtained under...
The thesis studies role of risk appetite on financial markets. In theoretical part, author describes...
he risk appetite of investors may prove to be an important concept in the anal-ysis of financial sta...
Assessments of investors' risk appetite/aversion stance via indicators often yields results which se...
Explanations of changes in asset prices as being due to exogenous changes in risk appetite assume th...
Investors' attitude towards risk is a key factor driving the movement in asset prices. Global reduct...
This paper proposes a method for measuring investor risk appetite based on the variation in the rati...
In this paper, we propose a method based on the rank correlation between risk of assets and excess r...
This thesis seeks to establish a methodology to reveal whether the risk appetite held by investors i...
This thesis seeks to establish a methodology to reveal whether the risk appetite held by investors i...
This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals - inve...
An important element in interpreting financial market prices is the identification of the risk premi...
Representing the "amount" of risk that a bank is able and willing to accept in pursuit of its object...
This paper proposes a method for measuring investor risk appetite based on the variation in the rati...
Representing the "amount" of risk that a bank is able and willing to accept in pursuit of its object...
Abstract: An often-cited explanation for the forward rate puzzle is that predictions obtained under...