The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors-Reference-Cited by-同舟云学术

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The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors

Published:2022-08 Issue: Volume:113 Page:105895
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Deng Chao^ORCID,Su Xiaojian,Wang Gangjin,Peng Cheng

Funder

Guangdong Planning Office of Philosophy and Social Science

Humanities and Social Science Fund of Ministry of Education of China

Anhui Office of Philosophy and Social Science

Natural Science Foundation of Guangdong Province

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference63 articles.

1. The making of the Turkish financial crisis;Akyüz;World Dev.,2003

2. Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach;Alexander;J. Monetary Econ.,2006

3. Smooth transition patterns in the realized stock-bond correlation;Aslanidis;J. Empir. Finance,2012

4. Flight-to-safety and the risk-return trade-off: European evidence;Aslanidis;Finance Res. Lett.,2020

5. Flights to safety;Baele;Rev. Financ. Stud.,2020

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1. Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach;The North American Journal of Economics and Finance;2024-09

2. The role of central bank communication in the long-term stock-bond correlations: Evidence from China;Finance Research Letters;2024-09

3. Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?;Economic Modelling;2023-10

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