Flight-to-quality between global stock and bond markets in the COVID era
Stephanos Papadamou, Athanasios P. Fassas, Dimitris Kenourgios, Dimitrios Dimitriou
| Year of publication: |
2021
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|---|---|
| Authors: | Papadamou, Stephanos ; Fassas, Athanasios P. ; Kenourgios, Dimitris ; Dimitriou, Dimitrios |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
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| Subject: | COVID-19 pandemic | Flight-to-quality | Google trends | Panel regression C33 | Stock-bond returns correlation | Wavelets | Coronavirus | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Korrelation | Correlation | Welt | World | Regressionsanalyse | Regression analysis | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101852 [DOI] |
| Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490959