Sudden equity price declines and the flight-to-safety phenomenon: additional evidence using daily data
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DOI: 10.1007/s12197-010-9147-6
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- Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
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More about this item
Keywords
Flight-to-Safety; Stock and Bond Correlations; Return Volatility; Risk Analysis; G01; G11; G12;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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