Flight-to-quality and asymmetric volatility responses in US treasuries
Mardi Dungey; Michael McKenzie; Demosthenes N. Tambakis
| Year of publication: |
2009
|
|---|---|
| Authors: | Dungey, Mardi H. ; McKenzie, Michael D. ; Tambakis, Demosthenes Nicholas |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 19.2009, 3, p. 252-267
|
| Subject: | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Staatspapier | Government securities | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | F37 - International Finance Forecasting and Simulation ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003837180