Correlation uncertainty, limited participation, and flight to quality-Reference-Cited by-同舟云学术

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Correlation uncertainty, limited participation, and flight to quality

Published:2023-03 Issue:1 Volume:8 Page:83-127
ISSN:2096-2320
Container-title:Journal of Management Science and Engineering
language:en
Short-container-title:Journal of Management Science and Engineering

Author:

Huang Helen Hui,Wang Yanjie,Zhang Shunming^ORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Management of Technology and Innovation,Strategy and Management,Engineering (miscellaneous),Business and International Management,Control and Systems Engineering,Management Information Systems,General Decision Sciences

Reference32 articles.

1. Investor sentiment, flight-to-quality, and corporate bond comovement;Bethke;J. Bank. Finance,2017

2. The financial accelerator and the flight to quality;Bernanke;Rev. Econ. Stat.,1996

3. High-frequency cross-correlation in a set of stocks;Bonanno;Quant. Finance,2001

4. Correlation risk and optimal portfolio choice;Buraschi;J. Finance,2010

5. Collective risk management in a flight to quality episode;Caballero;J. Finance,2008

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