Flights to Safety
Year of publication: |
2014-06-05
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Authors: | Baele, Lieven ; Bekaert, Geert ; Inghelbrecht, Koen ; Wei, Min |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Flight-to-safety | flight-to-quality | stock-bond return correlation | liquidity | hedge funds |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Finance and Economics Discussion Series Number 2014-46 59 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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The determinants of stock and bond return comovements
Baele, Lieven, (2007)
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Baele, Lieven, (2012)
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Baele, Lieven, (2012)
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Baele, Lieven, (2012)
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Baele, Lieven, (2013)
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Baele, Lieven, (2012)
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