Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010

Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010–2011

Published:2012-11 Issue:17 Volume:19 Page:1655-1662
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Dajcman Silvo

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/13504851.2011.652771

Reference13 articles.

1. The comovements in international stock markets: new evidence from Latin American emerging countries

2. The Determinants of Stock and Bond Return Comovements

3. Flights and contagion—An empirical analysis of stock–bond correlations

4. Bond market and stock market integration in Europe: a smooth transition approach

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