The Transmission of Global Risk

Martin Bodenstein, Pablo Cuba-Borda and Albert Queraltó
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Albert Queraltó: https://www.federalreserve.gov/econres/albert-queralto.htm

No 2023-06-27, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Turmoil in the banking sector in the U.S. and Europe in early 2023 brought jitters to financial markets and increased concerns about a global risk-off event. Risk-off episodes—periods of increased global risk aversion—are characterized by sharp increases in credit spreads, high volatility in equity markets, and appreciation of reserve currencies

Date: 2023-06-27
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2023-06-27

DOI: 10.17016/2380-7172.3327

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