Sudden equity price declines and the flight-to-safety phenomenon: additional evidence using daily data
| Year of publication: |
2012
|
|---|---|
| Authors: | Brocato, Joe ; Smith, Kenneth |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 3, p. 712-727
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| Publisher: |
Springer |
| Subject: | Flight-to-Safety | Stock and Bond Correlations | Return Volatility | Risk Analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010848258