Flight-to-quality between global stock and bond markets in the COVID era

We investigate the impact of the recent COVID-19 pandemic on the time-varying correlation between stock and bond returns. Using daily data on bond and stock returns for ten countries, covering Europe, Asia, US and Australia regions, we identify flight-to-quality episodes during the COVID-19 global p...

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Detalles Bibliográficos
Autores principales: Papadamou, Stephanos, Fassas, Athanasios P., Kenourgios, Dimitris, Dimitriou, Dimitrios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761187/
https://www.ncbi.nlm.nih.gov/pubmed/36569650
http://dx.doi.org/10.1016/j.frl.2020.101852

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761187/
https://www.ncbi.nlm.nih.gov/pubmed/36569650
http://dx.doi.org/10.1016/j.frl.2020.101852

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