遇见数据集

Flights to Safety

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NBER2013-05-01 更新2025-01-04 收录
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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

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2013-05-01
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