Flights and Contagion - an Empirical Analysis of Stock-Bond Correlations
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Elsevier BV
Reference29 articles.
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2. Testing for Financial Contagion Between Developed and Emerging Markets During the 1997 East Asian Crisis
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1. Diversification revisited;Research in International Business and Finance;2012-05
2. Linearity and Stationarity of G7 Government Bond Returns;SSRN Electronic Journal;2010
3. The Dynamic Correlation between Stock and Bond Returns: Evidence from the U.S. Market;SSRN Electronic Journal;2009
4. Flight to Quality and Bailouts: Policy Remarks and a Literature Review;SSRN Electronic Journal;2008
5. Time Varying Correlations between Stock and Bond Returns - Evidence from Russia;SSRN Electronic Journal;2008
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