Stock-bond dependence and flight to/from quality
Year of publication: |
2023
|
---|---|
Authors: | Ponrajah, Jeremey ; Ning, Cathy Q. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-10
|
Subject: | Contagion | Dependence-switching copula | Flight-from-quality | Flight-to-quality | Systemic risk | Tail dependence | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Systemrisiko | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Statistische Verteilung | Statistical distribution |
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