| 来源类型 | VoxEU Column |
| 规范类型 | 评论 |
| Volatility, financial crises and Minsky's hypothesis | |
| Jon Danielsson; Marcela Valenzuela; Ilknur Zer | |
| 发表日期 | 2015-10-02 |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | Does low volatility in financial markets mean that another financial crisis is more likely? And should we be worried when everything is OK? This column presents the first empirical results that find a strong validation of Minsky's hypothesis – obtained from 200 years of historical cross-sectional data – that low volatility increases the likelihood of a future financial crisis by increasing risk-taking. |
| 主题 | Financial Regulation and Banking ; Global crisis |
| 关键词 | Volatility Minsky Crisis |
| URL | https://cepr.org/voxeu/columns/volatility-financial-crises-and-minskys-hypothesis |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/551682 |
| 推荐引用方式 GB/T 7714 | Jon Danielsson,Marcela Valenzuela,Ilknur Zer. Volatility, financial crises and Minsky's hypothesis. 2015. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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