The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Chao Deng, Xiaojian Su, Gangjin Wang, Cheng Peng
| Year of publication: |
2022
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| Authors: | Deng, Chao ; Su, Xiaojian ; Wang, Gangjin ; Peng, Cheng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 113.2022, p. 1-19
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| Subject: | Bond market | Extreme risk spillover | Financial crisis | Granger causality network | Stock market | Aktienmarkt | Kausalanalyse | Causality analysis | Rentenmarkt | Finanzkrise | Spillover-Effekt | Spillover effect | China | Kapitaleinkommen | Capital income | Anleihe | Bond | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.105895 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349183