Flight-to-quality in the stock–bond return relation : A regime-switching copula approach

• Tachibana Minoru

Abstract

application/pdf

Discussion Paper New Series. 2020, 2020 (1), P.1-45

Journal

• Discussion Paper New Series

  Discussion Paper New Series 2020 (1), 1-45, 2020-03

  School of Economics Osaka Prefecture University

Keywords

• Flight-to-quality
• Stock market
• Government bond market
• Regime-switching copula model

Details

• CRID: 1390290699862158080
• NII Article ID: 120006822880
• DOI: 10.24729/00016757
• HANDLE: 10466/00016757
• Web Site: https://omu.repo.nii.ac.jp/records/11644
• Text Lang: en
• Data Source:
  • JaLC
  • IRDB
  • CiNii Articles