An investigation of the flight-to-quality effect: Evidence from Asia-pacific countries

Emerging Markets Finance and Trade

Volumn 49, Issue SUPPL. 4, 2013, Pages 53-69

  Chang, Chiu Lan ^a   Hsueh, Paul ^b  

^a PROVIDENCE UNIVERSITY   (Taiwan)

^b NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

copula; dependence structure; flight to quality; sovereign bond

Indexed keywords

EID: 84892587584     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X4905S404     Document Type: Article

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