Reserves and risk: Evidence from China

B-Tier
Journal: Journal of International Money and Finance
Year: 2023
Volume: 134
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We consider if Chinese accumulation of reserves is associated with private sector risk taking. Using sovereign credit default swap spreads and stock index prices as indicators of risk taking we provide evidence to suggest that as reserve holdings increase, so does the willingness to take on more risk.

Technical Details

RePEc Handle
repec:eee:jimfin:v:134:y:2023:i:c:s0261560623000451
Journal Field
International
Author Count
3
Added to Database
2026-01-25