Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion
收藏数据链接：
官方服务：
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
