Flight to Quality and Collective Risk Management
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Citations
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Cited by:
- Shahzad, Syed Jawad Hussain & Kumar, Ronald Ravinesh & Ali, Sajid & Ameer, Saba, 2016. "Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 8-33.
- Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Kumar, Ronald Ravinesh & Mensi, Walid, 2017. "Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 310-324.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2007. "The Demand for Treasury Debt," NBER Working Papers 12881, National Bureau of Economic Research, Inc.
- Alexander Kern & Eatwell John & Persaud Avinash, 2012. "The Nature of Modern Credit Markets, Banking and Financial Innovation," Chapters,in: Research Handbook on International Financial Regulation, chapter 1 Edward Elgar Publishing.
More about this item
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G - Financial Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2006-04-22 (All new papers)
- NEP-BEC-2006-04-22 (Business Economics)
- NEP-CBA-2006-04-22 (Central Banking)
- NEP-FMK-2006-04-22 (Financial Markets)
- NEP-MAC-2006-04-22 (Macroeconomics)
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