Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion
收藏NBER2023-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w31907
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资源简介：
This paper defines risk-on risk-off (RORO), an elusive terminology in pervasive use, as the variation in global investor risk aversion. Our high-frequency RORO index captures time-varying investor risk appetite across multiple dimensions: advanced economy credit risk, equity market volatility,
提供机构：
美国国家经济研究局
创建时间：
2023-11-01
