Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out |
scientific article |
Statements
Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (English)
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16 November 2021
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covariance risk
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dynamic hedging
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equity premium
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fear-of-missing-out (FOMO)
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flight-to-quality (FTQ)
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0.83222926
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0.8229132
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0.82020336
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0.81598324
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0.8128737
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0.81270957
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