Typology for flight-to-quality episodes and downside risk measurement
Year of publication: |
February-March 2016
|
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Authors: | Gubareva, Mariya ; Borges, Maria Rosa |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 10/12, p. 835-853
|
Subject: | Flight-to-quality | downside risk | financial crisis | emerging markets | US Treasury bonds | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Messung | Measurement | Risiko | Risk | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Risikomaß | Risk measure | USA | United States |
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