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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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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