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Volumn 19, Issue 17, 2012, Pages 1655-1662

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 keywords

Eurozone; financial market turmoil; flight to quality; sovereign debt crisis

Indexed keywords

DEBT CRISIS; FINANCIAL MARKET; SOVEREIGNTY; STOCK MARKET;

EID: 84863468195     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2011.652771     Document Type: Article
Times cited : (26)

References (13)
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  • 3
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    • Berben, R.-P.1    Jensen, W.J.2
  • 5
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    • What moves the stock and bond markets? A variance decomposition for long-term asset returns
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    • Campbell, J.Y.1    Ammer, J.2
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    • Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models
    • Engle, F. R. 2002. Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business and Economic Statistics, 20: 339-50.
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    • Engle, F.R.1
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    • On the relationship in stock prices and bond yields in the G7 countries: wavelet analysis
    • Kim, S. and In, F. 2007. On the relationship in stock prices and bond yields in the G7 countries: wavelet analysis. Journal of International Financial Markets, Institutions and Money, 17: 167-79.
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    • Kim, S.1    In, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.