STOCK‐BOND CO‐MOVEMENTS AND FLIGHT‐TO‐QUALITY IN G7 COUNTRIES: A TIME‐FREQUENCY ANALYSIS (Q4686809)
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scientific article; zbMATH DE number 6950993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCK‐BOND CO‐MOVEMENTS AND FLIGHT‐TO‐QUALITY IN G7 COUNTRIES: A TIME‐FREQUENCY ANALYSIS |
scientific article; zbMATH DE number 6950993 |
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STOCK‐BOND CO‐MOVEMENTS AND FLIGHT‐TO‐QUALITY IN G7 COUNTRIES: A TIME‐FREQUENCY ANALYSIS (English)
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10 October 2018
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flight-to-quality
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stock-bond co-movements
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wavelet squared coherency
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wavelet correlation
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