An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015. "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 74-93.
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Keywordscopula; dependence structure; flight to quality; sovereign bond;
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