Safe haven government bonds: Identification using a regime-switching copula model

• Tachibana Minoru

Abstract

application/pdf

Article

JEL Classification Numbers: C58, G11, G15.

Discussion Paper New Series. 2018 (3), p.1-34

Journal

• Discussion Paper New Series

  Discussion Paper New Series 2018 (3), 1-34, 2018-11

  School of Economics, Osaka Prefecture University

Keywords

• safe haven government bond
• stock market
• regime-switching copula model

Details

• CRID: 1390009224884110848
• NII Article ID: 120006720184
• DOI: 10.24729/00002455
• HANDLE: 10466/16080
• Web Site: https://omu.repo.nii.ac.jp/records/2462
• Text Lang: en
• Data Source:
  • JaLC
  • IRDB
  • CiNii Articles