Flight-to-quality and asymmetric volatility responses in US Treasuries
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- Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas, 2014. "Impact of the financial crisis on bank run risk – Danger of the days after," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 522-533.
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KeywordsFlight-to-quality Volatility Asymmetric GARCH Financial crises Emerging markets;
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