Time-varying comovement of Chinese stock and government bond markets : flight to safe haven
Hyunchul Lee, Kyungtag Lee, and Xinrong Zhang
| Year of publication: |
2019
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|---|---|
| Authors: | Lee, Hyunchul ; Lee, Kyungtag ; Zhang, Xinrong |
| 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. 55.2019, 13, p. 3058-3068
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| Subject: | financial uncertainty | flight to safe haven | market comovement | realized correlation | Öffentliche Anleihe | Public bond | Korrelation | Correlation | China | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Schätzung | Estimation | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1543583 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211076