Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010–2011

Author： Dajcman Silvo  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.19, Iss.17, 2012-11, pp. : 1655-1662

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

STOCK‐BOND CO‐MOVEMENTS AND FLIGHT‐TO‐QUALITY IN G7 COUNTRIES: A TIME‐FREQUENCY ANALYSIS

By  

BULLETIN OF ECONOMIC RESEARCH, Vol. 70, Iss. 1, 2018-01 ,pp. : E29-E49

John Wiley & Sons Inc

Access to resources Recommend Favorite

Relationships between the US and European stock markets during the recent financial turmoil: evidence from the VARFIMA model

By Evrim-Mandaci Pinar   Çağli Efe Çağlar  

Applied Economics Letters, Vol. 19, Iss. 17, 2012-11 ,pp. : 1697-1701

Routledge Ltd

Access to resources Recommend Favorite

Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis

By Tamakoshi Go   Hamori Shigeyuki  

Applied Economics Letters, Vol. 20, Iss. 3, 2013-02 ,pp. : 262-266

Routledge Ltd

Access to resources Recommend Favorite

Modelling tail dependence between energy market and stock markets in the BRIC countries

By  

Applied Economics Letters, Vol. 21, Iss. 11, 2014-07 ,pp. : 789-794

Routledge Ltd

Access to resources Recommend Favorite

The European Sovereign Debt Crisis

By Lane Philip R.  

The Journal of Economic Perspectives, Vol. 26, Iss. 3, 2012-0 ,pp. : 49-67

American Economic Association

Access to resources Recommend Favorite