Flights to Safety
收藏NBER2013-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19095
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资源简介：
We identify flight-to-safety (FTS) days for 23 countries using only stock and bond returns and a model averaging approach. FTS days comprise less than 2% of the sample, and are associated with a 2.7% average bond-equity return differential and significant flows out of equity funds and into
提供机构：
美国国家经济研究局
创建时间：
2013-05-01
