STOCK-BOND CO-MOVEMENTS AND FLIGHT-TO-QUALITY IN G7 COUNTRIES: A TIME-FREQUENCY ANALYSIS-Reference-Cited by-同舟云学术

STOCK-BOND CO-MOVEMENTS AND FLIGHT-TO-QUALITY IN G7 COUNTRIES: A TIME-FREQUENCY ANALYSIS

Author:

Bayraci Selcuk¹,Demiralay Sercan²,Gencer Hatice Gaye³

Affiliation:

1. R&D Center; C/S Information Technologies; Istanbul Turkey

2. Department of Economics and Finance, Faculty of Economics, Administrative and Social Sciences; Istanbul Gelişim University; Istanbul Turkey

3. Department of Business Administration, Faculty of Economics and Administrative Sciences; Yeditepe University; Istanbul Turkey

Publisher

Wiley

Subject

Economics and Econometrics

Link

Reference58 articles.

1. Using wavelets to decompose the time - frequency effects of monetary policy;Aguiar-Conraria;Physica A: Statistical mechanics and its Applications,2008

4. Macro-finance determinants of the long-run stock-bond correlation: The DCC-MIDAS specification;Asgharian;Journal of Financial Econometrics,2015

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