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Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators

Virginie Coudert () and Mathieu Gex

Working Papers from CEPII research center

Keywords: Models; Financial markets; Crisis (search for similar items in EconPapers)
JEL-codes: C33 E44 F37 G12 (search for similar items in EconPapers)
Date: 2007-01
New Economics Papers: this item is included in nep-mac, nep-rmg and nep-upt
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Journal Article: Does risk aversion drive financial crises? Testing the predictive power of empirical indicators (2008) Downloads
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