An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries

Author:

Chang Chiu-Lan1,Hsueh Paul L.2

Affiliation:

1. a Department of International Business, Providence University, Taiwan

2. b Department of Finance, National Chung Cheng University, Taiwan

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Reference46 articles.

1. Stock Prices Under Time-Varying Dividend Risk. An Exact Solution in an Infinite-Horizon General Equilibrium Model;A. Abel;Journal of Monetary Economics,1988

2. Asymmetric Correlations of Equity Portfolios;A. Ang;Journal of Financial Economics,2002

3. The Great Recession: U. S. Dynamics and Spillovers to the World Economy;F. Bagliano;Journal of Banking and Finance,2012

4. Why Don't the Prices of Stocks and Bonds Move Together?;R. Barsky;American Economic Review,1989

5. The Euro and European Financial Market Dependence;S. Bartram;Journal of Banking and Finance,2007

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