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
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| English | Stock-bond co-movements and flight-to-quality in G7 countries: a time-frequency analysis |
scientific article; zbMATH DE number 6950993 |
Statements
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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0.7243972420692444
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0.7241078019142151
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0.6786805391311646
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0.667973518371582
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0.6652092337608337
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