Typology for flight-to-quality episodes and downside risk measurement
Author:
Funder
Fundação para a Ciência e a Tecnologia
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2015.1088143
Reference24 articles.
1. An economic capital model integrating credit and interest rate risk in the banking book
2. Financial crises and the multilateral response: What the historical record shows
3. Flights and contagion—An empirical analysis of stock–bond correlations
4. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
5. The Financial Accelerator and the Flight to Quality
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