Flights-to-quality from em bonds to safe-haven us treasury securities : a time-frequency analysis
Year of publication: |
2023
|
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Authors: | Gubareva, Mariya ; Umar, Zaghum ; Teplova, Tamara V. ; Vo Xuan Vinh |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 2, p. 338-362
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Subject: | emerging market debt | flight-to-quality | safe-haven US Treasuries | spread and total return | subprime and Covid-19 crises | USA | United States | Coronavirus | Öffentliche Anleihe | Public bond | Schwellenländer | Emerging economies | Staatspapier | Government securities | Anleihe | Bond | Zinsstruktur | Yield curve |
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