What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis
Hong-Ghi Min, Judith A. McDonald and Sang-Ook Shin
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Min, Hong-ghi ; McDonald, Judith Ann ; Shin, Sang-Ook |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 17.2016, 2, p. 365-402
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| Subject: | GARCH | Dynamic conditional correlations | Safe haven | Flight to quality | Wealth effect | Substitution effect | Stock market volatility index | Foreign-exchange volatility index | Interest-rate differentials | TED spread | Credit-default swap spread | Volatilität | Volatility | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany | Finanzmarkt | Financial market | Großbritannien | United Kingdom | Zinsderivat | Interest rate derivative | Vermögenseffekt | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011656925