When in Peril, Retrench (Record no. 151718)

000 -LEADER
fixed length control field 02427nam a22003974a 4500
001 - CONTROL NUMBER
control field WPIEA1312004
003 - CONTROL NUMBER IDENTIFIER
control field IMF
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190405163344.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 020129s2004 dcu o i00 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1451855311 :
Terms of availability 15.00 USD
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781451855319
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 1018-5941
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.5089/9781451855319.001
Source of number or code doi
035 ## - SYSTEM CONTROL NUMBER
System control number (IMF)WPIEA1312004
040 ## - CATALOGING SOURCE
Original cataloging agency DcWaIMF
Language of cataloging eng
110 2# - MAIN ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element International Monetary Fund.
245 10 - TITLE STATEMENT
Title When in Peril, Retrench
Medium [electronic resource] :
Remainder of title Testing the Portfolio Channel of Contagion.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Washington, D.C. :
Name of publisher, distributor, etc International Monetary Fund,
Date of publication, distribution, etc 2004.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (34 p.)
490 1# - SERIES STATEMENT
Series statement IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 04/131
520 3# - SUMMARY, ETC.
Summary, etc One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how heterogeneous changes in investors' risk aversion affect portfolio decisions and stock prices. Second, we empirically show that, when funds' returns are below average, they adjust their holdings toward the average (or benchmark) portfolio. In other words, they tend to sell the assets of countries in which they were "overweight," increasing their exposure to countries in which they were "underweight." Based on this insight, we construct a matrix of financial interdependence reflecting the extent to which countries share overexposed funds. This index can improve predictions about which countries are likely to be affected by contagion from crisis centers.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Contagion
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element International Finance: General
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element International Investors
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investors
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mutual Funds
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Portfolio Choice
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Brazil
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Thailand
Source of heading or term imf
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print Version:
Title When in Peril, Retrench : Testing the Portfolio Channel of Contagion
Place, publisher, and date of publication Washington, D.C. : International Monetary Fund, 2004.
International Standard Book Number 9781451855319
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 04/131
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://elibrary.imf.org/view/IMF001/07914-9781451855319/07914-9781451855319/07914-9781451855319.xml">http://elibrary.imf.org/view/IMF001/07914-9781451855319/07914-9781451855319/07914-9781451855319.xml</a>
Public note IMF e-Library
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.imfbookstore.org/IMFORG/9781451855319">http://www.imfbookstore.org/IMFORG/9781451855319</a>
Public note IMF Book Store

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