Narrow search
Showing 1 - 10 of 408,202
Cover Image
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
Cover Image
Flight to Safety or Liquidity? Dissecting Liquidity Shortages in the Financial Crisis
Dong, Feng; Wen, Yi - 2023
We differentiate the liquidity and the quality of private assets in a tractable incomplete-market model with … heterogeneous agents. The model decomposes the convenience yield of government bonds into a "liquidity premium" (flight to liquidity … fluctuations and bond premiums, the model reveals that a sharp reduction in the quality, instead of the liquidity, of private …
Persistent link: https://www.econbiz.de/10014349352
Cover Image
A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis
Van Heerden, Chris; Heymans, André; Van Vuuren, Gary; … - In: International business and economics research journal 13 (2014) 1, pp. 169-189
Persistent link: https://www.econbiz.de/10010251617
Cover Image
Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - 2013
Persistent link: https://www.econbiz.de/10009763751
Cover Image
Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - 2014
Persistent link: https://www.econbiz.de/10010433373
Cover Image
Flights to Safety
Baele, Lieven - 2013
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/10013081241
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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