An investigation of the flight-to-quality effect : evidence from Asia-Pacific countries
Year of publication: |
2013
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Authors: | Chang, Chiu-lan ; Hsueh, Paul L. |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.4, p. 53-69
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Subject: | copula | dependence structure | flight to quality | sovereign bond | Asiatisch-pazifischer Raum | Asia-Pacific region | Multivariate Verteilung | Multivariate distribution | Öffentliche Anleihe | Public bond | Schätzung | Estimation |
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