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Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - 2012
Despite a large and growing theoretical literature on flights to safety, there does not appear to exist an empirical characterization of flight-to-safety (FTS) episodes. Using only data on bond and stock returns, we identify and characterize flight to safety episodes for 23 countries. On...
Persistent link: https://www.econbiz.de/10011590578
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Size effect in market-wide liquidity commonality : evidence from the Indian stock market
Cheriyan, Namitha K.; Lazar, Daniel - In: Organizations and markets in emerging economies 10 (2019) 2, pp. 335-355
Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in … evidence regarding the inventory risks and asymmetric information in uencing individual securities’ liquidity. Thus, this study … aims at documenting the liquidity commonality and measuring its extent in the Indian stock market. Employing fourteen …
Persistent link: https://www.econbiz.de/10012193362
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What Triggers Flights to Safety?
Baele, Lieven; De Jong, Frank; Trebbi, Giovanni - 2023
“Funding Liquidity”, “Financial Intermediaries”, or “Pandemic” are only mentioned during specific FTS spells, others such as …
Persistent link: https://www.econbiz.de/10014348682
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Flights to Safety
Baele, Lieven - 2019
quality and liquidity in international equity markets, but mainly a flight-to-quality in the US corporate bond market …
Persistent link: https://www.econbiz.de/10012905168
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Flights to Safety
Baele, Lieven - 2019
quality and liquidity in international equity markets, but mainly a flight-to-quality in the US corporate bond market …
Persistent link: https://www.econbiz.de/10012905512
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Flights to Safety
Baele, Lieven - 2019
quality and liquidity in international equity markets, but mainly a flight-to-quality in the US corporate bond market …
Persistent link: https://www.econbiz.de/10012898937
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Flights to Safety
Baele, Lieven - 2014
controlling for standard risk factors. Liquidity deteriorates on FTS days both in the bond and equity markets. Both economic …
Persistent link: https://www.econbiz.de/10013051878
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Collateral choice
Ballensiefen, Benedikt - 2022
Persistent link: https://www.econbiz.de/10013365359
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Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - 2019
Persistent link: https://www.econbiz.de/10012026360
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German Mittelstand bonds : yield spreads and liquidity
Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129
Persistent link: https://www.econbiz.de/10011666880