Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Year of publication: |
2021
|
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Authors: | Gupta, Rangan ; Subramaniam, Sowmya ; Bouri, Elie ; Ji, Qiang |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 289-298
|
Subject: | COVID-19 | Financial market uncertainty | Infectious diseases | Time-varying granger causality | Yield curve factors | Infektionskrankheit | Infectious disease | Coronavirus | USA | United States | Kausalanalyse | Causality analysis | Zinsstruktur | Yield curve | Finanzmarkt | Financial market | Staatspapier | Government securities | Risiko | Risk | Öffentliche Anleihe | Public bond |
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